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Benchmark computing Black Scholes formula using different technologies

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BlackScholes benchmark

Benchmark computing Black Scholes formula using different technologies

Setup

Use set_python_env.sh to install Python environment from Intel channel

Usage

usage: {bs_erf_*.py|run.sh} [-h] [--steps STEPS] [--step STEP] [--chunk CHUNK] [--size SIZE] [--repeat REPEAT] [--dask DASK] [--text TEXT]

optional arguments: -h, --help show this help message and exit --steps STEPS Number of steps --step STEP Factor for each step --chunk CHUNK Chunk size for Dask --size SIZE Initial data size --repeat REPEAT Iterations inside measured region --dask DASK Dask scheduler: sq, mt, mp --text TEXT Print with each result

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  • Python 88.1%
  • Shell 11.9%