Monte Carlo Single Asian Option (with PRNG) =========================================== Pricing option on GPU (NVIDIA H100 PCIe) Precision: single Number of sims: 100000 Spot | Strike | r | sigma | tenor | Call/Put | Value | Expected | -----------|------------|------------|------------|------------|------------|------------|------------| 40 | 35 | 0.03 | 0.2 | 0.333333 | Call | 5.17083 | 5.16253 | MonteCarloSingleAsianOptionP, Performance = 824402.28 sims/s, Time = 121.30(ms), NumDevsUsed = 1, Blocksize = 128