Add new comment to GPGPU applied to linear algebra for finance: the case of Cholesky decomposition.
This is a fascinating throwback! It's great to see how early work with GPGPU and Cholesky decomposition helped speed up financial simulations. Even if tech has changed, your thesis shows the solid groundwork that shaped modern computing in finance. Thanks for sharing this valuable piece of history and learning!
This is a fascinating throwback! It's great to see how early work with GPGPU and Cholesky decomposition helped speed up financial simulations. Even if tech has changed, your thesis shows the solid groundwork that shaped modern computing in finance. Thanks for sharing this valuable piece of history and learning!