Sample: MonteCarloMultiGPU
Minimum spec: SM 2.0

This sample evaluates fair call price for a given set of European options using the Monte Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system. This sample use double precision hardware if a GTX 200 class GPU is present.  The sample also takes advantage of CUDA 4.0 capability to supporting using a single CPU thread to control multiple GPUs

nvcc -I../../../../helper/common/inc MonteCarloMultiGPU.cpp MonteCarlo_gold.cpp MonteCarlo_kernel.cu multithreading.cpp -o MonteCarloMultiGPU -lcurand


