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.
8 pekerja bebas membida secara purata $492 untuk pekerjaan ini
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.
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.