BrookGPU
ANSI C extensions for GPU processing. Similar in some respects to Accelerator.
Regarding the ComputePi example supplied with Accelerator, the source code has a bug on Line 24, which should read “PA.InitGPU()”.
I suspect coding up option pricing using either BrookGPU and Accelerator is next on my list of things to try.

Matt, great stuff, thanks for the heads up.