Calibrate the Heston Model on a GPU: CUDA 3.x and 4.0 Update

Please find here a CUDA based program (upgraded for CUDA 3.x and 4.0) to price and calibrate a piecewise constant time dependent Heston model based on the QuantLib 1.0. The example code is in test-suite/hestonmodel.cpp. Some implementation details are outlined in the following paper, A. Bernemann, R. Schreyer, K. Spanderen: Accelerating Exotic Option Pricing and Model Calibration Using GPUs.


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