@Misc{Supelec501,
author = {Lokman Abbas-Turki and Stephane Vialle},
title = {{European Option Princing on a GPU Cluster}},
year = {2008},
month = {December},
note = {2nd JTE GPGPU. Lip6, Paris, France. December 4},
url = {http://www.metz.supelec.fr/metz/recherche/publis_pdf/Supelec501.pdf},
abstract = {The aim of this presentation is a comparison in terms of speed
and energy consumption between CPU and GPU clusters using
financial application as a benchmark. After a fast introduction
on the field of application we will give details on the hardware
and software architectures used. Then we will introduce a
multiparadigm parallel algorithm, mixing coarse and fine grained
parallelism, and its implementations using MPI+OpenMP on CPU
cluster and MPI+CUDA on GPU cluster. Finally, some computing and
energetic performances on different clusters will be compared.
}
}