Uri Shimron UriShimron at optiver.com
Wed Apr 2 13:31:34 CEST 2008

All I know about R and GPUs is that there was a poster (which I haven't
seen) about it by Glaser et. al at User!2007
(http://user2007.org/program/). I've tried contacting Daniel Adler
through http://rgl.neoscientists.org/ but no luck so far. Sorry I can't
be more helpful, but please share your results with the list!

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Joshua
Sent: Monday 31 March 2008 20:50
To: R-SIG-Finance
Subject: [R-SIG-Finance] R + NVIDIA CUDA

>From browsing the NVIDIA CUDA forum
(http://www.nvidia.com/object/cuda_home.html) it seems that quite a few
people are working on Monte Carlo option pricing libraries using GPU
technology for impressive speed-ups. Does anyone here know of any
attempts to use NVIDIA's BLAS library with R?


Josh Reich

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