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Preprints, Working Papers, ... Year : 2009

European Option Princing on a GPU Cluster

Abstract

The aim of this presentation is a comparison in terms of speed and energy consumption between CPU and GPU clusters using financial application as a benchmark. After a fast introduction on the field of application we will give details on the hardware and software architectures used. Then we will introduce a multiparadigm parallel algorithm, mixing coarse and fine grained parallelism, and its implementations using MPI+OpenMP on CPU cluster and MPI+CUDA on GPU cluster. Finally, some computing and energetic performances on different clusters will be compared.
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Dates and versions

hal-00364242 , version 1 (25-02-2009)

Identifiers

  • HAL Id : hal-00364242 , version 1

Cite

Lokman A. Abbas-Turki, Stéphane Vialle. European Option Princing on a GPU Cluster. 2009. ⟨hal-00364242⟩
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