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roshanrags
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This adresses #276 . Also check if the values are correct... (esp. the put price)
On my setup,

$ ./example/black_scholes
device: GeForce GT 650M
option 0 call price: 15.189
option 0 put price: 0

UPDATE: Travis also reports the same value, so I guess the problem of different values on different platforms is solved. I have no clue about correctness though...

@kylelutz
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The black-scholes code should still be correct, but different input values will give different output values. Having 0 exactly for the put price is a little weird, I'd try changing the RNG seed value to something else and then use those results.

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2 participants