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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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Preprints, Working Papers, ...
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Submitted on : Wednesday, February 25, 2009 - 2:56:58 PM
Last modification on : Monday, December 6, 2021 - 6:08:02 PM
Long-term archiving on: : Tuesday, June 8, 2010 - 10:55:16 PM


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  • HAL Id : hal-00364242, version 1


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



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