Black-Scholes Pricing on Intel Xeon Phi
by MichaelS from Inside HPC & AI News | High-Performance Computing & Artificial Intelligence on (#GMAB)

"An expanding area of work both on the hardware front and the software side is to modify and optimize applications to run on both the host processor and a coprocessor. Many techniques to transform applications to reduce runtime have been discussed and implemented across a wide variety of applications."
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