LSM Solver / Interactive results

Many paths.
One exercise decision.

Explore recorded CPU and CUDA results for American option pricing. Switch workloads to see the latency and price estimates. Every number below comes from a checked-in measurement.

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This explorer displays recorded measurements; it does not execute CUDA in your browser or calculate a live quote. CPU and GPU use different random-number generators. Price differences combine sampling variability and implementation effects. Historical and local timings have different boundaries and should not be pooled.