Computational Finance on the GPU
Computational Finance on the GPU
Computational Finance on the GPU
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Binomial Trees<br />
• C<strong>on</strong>struct <strong>the</strong> tree<br />
– Create a branch for each<br />
time step<br />
– At each node <strong>the</strong> stock<br />
can ei<strong>the</strong>r go up u% or<br />
down d%