GPU Implementation of the Feynman path integral application on deriving black-scholes diffusion equation

The project is to implement the black-scholes equation using path integral method by using parallel programming techniques in CUDA C++.

The paper which I am attaching does all the mathematical calculations and basically gives an equation (Eq number 29 in the paper) which needs to be implemented.

The project can also be done using parallel programming techniques in MATLAB.

Kemahiran: Algoritma, Pengaturcaraan C, Pengaturcaraan C++, CUDA, Matlab and Mathematica

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Tentang Majikan:
( 4 ulasan ) Colorado Springs, United States

ID Projek: #16128946

Dianugerahkan kepada:


Hello , I have bachelor's degree in computer science and i have been programming in C/C++ for both linux and windows for more than 6 years now.I have written various network applications some of which are down to th Lagi

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Hi. I am have previously worked on CUDA C++ implementation of a posture recognition algorithm. I have been implementing parallel programming for my bioinformatics projects in Matlab. I am sure that I can help you wi Lagi

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Already I have done a PhD project in computer science and engineering. Solving math problems is my fashion. I am a MASTER OF ENGINEERING graduate in computer science and engineering. I can do it.

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Hello, I am an expert in mathematics, matlab. By using matlab, I solved many matters: heat transfer equation, difussion equation, ode(Runge-Kutta method...), pde, regression, interpolation, integration and so on.

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