High-Performance Computing in financial mathematics : Predicting call option prices

This project aims to evaluate some stock option prices based on a wide range of financial parameters under an exponential Ornstein-Uhlenbeck model. This model involves some randomness, which is handled by an embarassingly parallel Monte-Carlo logic. CUDA programming is used to take advantage of it. The code is properly commented ; however, the reader is advised to take a deeper look into the project's logical structure by reading the REPORT.pdf file.