whdhz218218 / Option_Pricing_with_Monte_Carlo_Simulation

Option Pricing with Monte Carlo Simulation with Middleware and GPU

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MonteCarloGPU: Monte Carlo Simulation with GPU computation with Open CL.

MonteCarloMiddleware: Distributed Monte Carlo Simulation with middleware(ActiveMQ) which builds a client and a server.

MonteCarloSimple: Simplist Monte Carlo Simulation for options pricing.

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Option Pricing with Monte Carlo Simulation with Middleware and GPU


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