add heston kernel alterations

neilkichler · Oct 11, 2024 · b89208c · b89208c
1 parent 9081697
commit b89208c
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Showing 7 changed files with 1,777 additions and 202 deletions.
diff --git a/examples/montecarlo/CMakeLists.txt b/examples/montecarlo/CMakeLists.txt
@@ -20,7 +20,11 @@ set_target_properties(mc PROPERTIES CUDA_ARCHITECTURES native)
 target_link_libraries(mc PRIVATE ${PROJECT_NAME})
 
 
-add_executable(mc_heston mc_heston.cu)
+# add_executable(mc_heston mc_heston.cu)
+# add_executable(mc_heston mc_heston_relaxed.cu)
+# add_executable(mc_heston mc_heston_dist.cu)
+add_executable(mc_heston mc_heston_tangent.cu)
+# add_executable(mc_heston mc_heston_bak.cu)
 target_link_libraries(mc_heston PRIVATE CUDA::cudart)
 target_link_libraries(mc_heston PRIVATE CUDA::curand)