Table 4.
Execution for different Black-Scholes implementations pricing 1,000,000 put and call options
| Time (ms) | Speedup | |
|---|---|---|
| double | 118 | 1.0 |
| float | 125 | 0.95 |
| double SSE | 104 | 1.13 |
| float SSE | 66 | 1.8 |
| GPU | 14 | 8.4 |
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