Option Pricing Performance

Discussion in 'Options' started by earth_imperator, Nov 10, 2022.

  1. Chipmaker AMD just released this short video clip titled
    Option Pricing Performance | 4th Gen AMD EPYC™ Demo
    "See how 4th Gen AMD EPYC™ processors enable up to 110% higher performance versus the competition for the Black-Scholes Model."


    More info can be found in these PDFs by AMD:

    AMD EPYC™ 7003 Series Processors Deliver Black-Scholes Performance Leadership
    (https://www.amd.com/system/files/documents/amd-epyc-7003-pb-fsi-performance-comparison.pdf )

    Black-Scholes Performance Leadership

    ( https://www.amd.com/system/files/documents/epyc-9004-pb-fsi-icelake.pdf )

    BUT: somehow these PDFs are locked, require a password... Funny. I don't have a PW... :-(

    See also
    https://www.amd.com/en/events/epyc4
     
    Last edited: Nov 10, 2022
  2. 2rosy

    2rosy

    still slower than a GPU