2026-09-19T11:11:43Z https://www.ideals.illinois.edu/oai-pmh

oai:www.ideals.illinois.edu:2142/78794 2023-07-11 col_2142_5131 col_2142_10761 com_2142_5130 com_2142_10755 com_2142_234

Copyright 2015 Zhentao Xu graphics processor unit (GPU) Reduction Pricing European options using Monte Carlo methods text text Xu, Zhentao 2015-07-22T22:46:06Z 2015-07-22T22:46:06Z 2017-07-23T09:15:24Z 2015-05 2015-04-29 European-style options are quite popular nowadays. Calculating their theo- retical price is not an easy task because there are many sources of uncertainty. However, we can model these uncertainties with random numbers. In this pa- per I discuss my implemention of two options-pricing programs using Monte Carlo methods, one for a CPU and the other for a GPU. I also optimize them to reduce their running time. Finally I compare the performance of those two programs. Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2017-05-01 The student, Zhentao Xu, accepted the attached license on 2015-04-28 at 15:27. The student, Zhentao Xu, submitted this Thesis for approval on 2015-04-28 at 15:31. This Thesis was approved for publication on 2015-04-29 at 16:02. DSpace SAF Submission Ingestion Package generated from Vireo submission #8164 on 2015-07-22 at 14:26:33 Made available in DSpace on 2015-07-22T22:46:06Z (GMT). No. of bitstreams: 2 XU-THESIS-2015.pdf: 213461 bytes, checksum: 89765ad29748e105b570b7500d42e11d (MD5) LICENSE.txt: 4207 bytes, checksum: 9d4c7fbe2a126c1c2112c0985f6cc04c (MD5) Previous issue date: 2015-04-29 Embargo set by: Seth Robbins for item 80035 Lift date: 2017-07-22T22:46:21Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system Limited Restriction Lifted for Item 80035 on 2017-07-23T09:15:24Z. application/pdf http://hdl.handle.net/2142/78794 en 2015-5 Computer Science Computer Science University of Illinois at Urbana-Champaign Thesis M.S.