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Handbook of Computational Economics by Kenneth L. Judd, Karl Schmedders

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Chapter 10

GPU Computing in Economics

Eric M. Aldrich,    Department of Economics, University of California, Santa Cruz, USA,    ealdrich@ucsc.com

Abstract

This paper discusses issues related to GPU for economic problems. It highlights new methodologies and resources that are available for solving and estimating economic models and emphasizes situations when they are useful and others where they are impractical. Two examples illustrate the different ways these GPU parallel methods can be employed to speed computation.

Keywords

Parallel computing; GPU computing; Dynamic programming; Asset pricing; Heterogeneous beliefs; General equilibrium

JEL Classification Codes

A33; C60; C63; C68; C88

1 Introduction

The first parallel computing systems date ...

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