![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiEz4yGQIcM4BgqdL0GT-7Ubr4WgyXC5itABuFfZZxLesvrnRHDHgz19GSew5DrULb_N9p39bG1ACkzqYiEEmhhGzcSDmkdu3cqSJ6T7N6l106yI0TZr5wVScQ_9CEQZ0SZn2tKiE-CCKc/s200/weldingBlog1.jpg)
For the valuations, we apply fourier-cosine series expansions that are very suitable for parallelization and some special techniques to avoid the little Heston trap.
Thinking of utilizing 4 of this GPUs and expected HW improvements, the calibration in less than a second, will be possible soon.
It is my strong believe that such speed-ups will revitalize the application of more complex models and adopt the inverting-the-market-dynamics paradigm.
We will make this available in UnRisk-Q soon.