diff --git a/GPUSolver/gpu/gbm_parallel.cuh b/GPUSolver/gpu/gbm_parallel.cuh index 590613f..d7b1a00 100644 --- a/GPUSolver/gpu/gbm_parallel.cuh +++ b/GPUSolver/gpu/gbm_parallel.cuh @@ -130,11 +130,12 @@ public: template SimulationResults simulate(T initial_stock_price, T mu, T sigma, T time, int num_of_simulations, int time_steps) { + auto start = std::chrono::high_resolution_clock::now(); + size_t grid_size = num_of_simulations * time_steps; T *dev_grid; gpuErrChk(cudaMalloc(&dev_grid, grid_size * sizeof(T))); - auto start = std::chrono::high_resolution_clock::now(); simulate_gbm<<>>(dev_grid, initial_stock_price, mu, sigma, time, time_steps, num_of_simulations); gpuErrChk(cudaDeviceSynchronize());