Quote_Banner_Template_Inmon.png

White Papers

Monte Carlo Black-Scholes

Leveraging the Intel QuickAssist Technology, XtremeData has create a white paper discussing how Monte Carlo Black-Scholes algorithms in double precision floating point can be accelerated up to 1000x using today’s In-Socket Accelerators.

pdf_large MonteCarloXtremeRNGWhitePaper_April2008v1_0.pdf (218.06 kB)