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cdc3784 · Sep 6, 2016

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blackscholes

BlackScholes Examples

  • blackscholes.py: numpy implementation
  • blackscholes_numba.py: numba implementation
  • blackscholes_cuda.py: numba cuda implementation

Run benchmark for all three versions

python blackscholes_cuda.py

Run benchmark for numpy and numba versions.

python blackscholes_numba.py