+speed-up binomial options via use of shared memory
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@@ -97,7 +97,12 @@ black_scholes_ispc_tasks( float Sa[], float Xa[], float Ta[],
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__device__
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static inline float
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binomial_put(float S, float X, float T, float r, float v) {
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#if 0
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float V[BINOMIAL_NUM];
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#else
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__shared__ float VSH[BINOMIAL_NUM*4];
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float *V = VSH + warpIdx*BINOMIAL_NUM;
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#endif
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float dt = T / BINOMIAL_NUM;
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float u = exp(v * sqrt(dt));
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