If the MC simulations vary only in the values of parameters (as opposed to memory access or execution path through an if/else), then they are ideal for GPU. Y

If the MC simulations vary only in the values of parameters (as opposed to memory access or execution path through an if/else), then they are ideal for GPU. You write a kernel which looks like it’s doing one of those simulations, and call it on arrays on parameters, and you’re in business. Concretely, I’ve used this for parameter sweeps of large systems of ODEs and SDEs.