SANTA CLARA, Calif., Aug. 30, 2022 — AMD (NASDAQ: AMD) announced that the AMD Pensando Distributed Services Card will be one of the first data processing unit solutions to support VMware vSphere 8 available from server vendors including Dell Technologies, HPE and Lenovo. As data center applications grow in scale and sophistication, the resulting workloads […]
Pricing American Options with the NEC SX-Aurora TSUBASA Vector Engine
June 6, 2019 by
The Aldwin division of ANEO is now working together with NEC to leverage the leading-edge vector technology of SX-Aurora TSUBASA for porting and optimizing Aldwin’s in-house software for American option pricing. The code is implemented in C++17 and designed to capitalize on the full capabilities of both scalar and vector architectures. It uses OpenMP to multithread the application, while the vectorization is implemented using the Eigen library.
