Xcelerit Runs the World’s Fastest Monte-Carlo Option Pricing Computation

Xcelerit Runs the World’s Fastest Monte-Carlo Option Pricing Computation Xcelerit software demonstrated a record speed in a Monte-Carlo simulation on a 1U server for European-style options using the industry’s fundamental pricing model, known as the Black-Scholes model. hpcwire.com Xcelerit announced the world’s fastest execution of a Monte-Carlo option pricing algorithm (Black-Scholes model) on a single …

Xcelerit Runs the World’s Fastest Monte-Carlo Option Pricing Computation Read More ยป