This week we speak with Daniel Egloff about using the GPU in .NET.
Blog post about Asian option pricing sample:
This post explains some of the upcoming V3 features:
Prerelease version of Alea GPU V3 for C# (F# is not yet in the preview):
The version 2 can be found here (C#, F# cross platform for .NET and Mono, but not yet with automatic memory management and delegate support):