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Computing Black Scholes european options pricing in C++ or Clojure

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Black Scholes pricing as an example of scientific / finance computing.

:DONE: multicore C++

C++ tr1 & OpenMP

C++0X & std::async

:TODO: GPU & Functional

Clojure

:DONE: single core basic

:TODO: type hinting

:TODO: multicore

OpenCL (from C++ and / or Clojure )

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Computing Black Scholes european options pricing in C++ or Clojure

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