README Option using Monte Carlo pricing on GPU/CPU --> European Options --> American Options Status: Implementing Longstaff-Schwartz algorithm on CPU (reference MATLAB code is available, original author: Markus Leippold)
README Option using Monte Carlo pricing on GPU/CPU --> European Options --> American Options Status: Implementing Longstaff-Schwartz algorithm on CPU (reference MATLAB code is available, original author: Markus Leippold)