Parallel Binomial Option Pricing
This project implements a high-performance parallel pricing engine for American options using the Binomial Options Pricing Model (BOPM), engineered to scale efficiently from multi-core CPUs to GPU-accelerated clusters. By leveraging OpenMP, CUDA and MPI, it addresses the algorithm’s sequential bottlenecks through a diverse set of optimization strategies. More details at: https://github.com/l1-ca0/parallel-binomial-option-pricing