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diff --git a/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp b/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp
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+++ b/benchmarks/CUDA/BlackScholes/BlackScholes_gold.cpp
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+/*
+ * Copyright 1993-2007 NVIDIA Corporation.  All rights reserved.
+ *
+ * NOTICE TO USER:
+ *
+ * This source code is subject to NVIDIA ownership rights under U.S. and
+ * international Copyright laws.  Users and possessors of this source code
+ * are hereby granted a nonexclusive, royalty-free license to use this code
+ * in individual and commercial software.
+ *
+ * NVIDIA MAKES NO REPRESENTATION ABOUT THE SUITABILITY OF THIS SOURCE
+ * CODE FOR ANY PURPOSE.  IT IS PROVIDED "AS IS" WITHOUT EXPRESS OR
+ * IMPLIED WARRANTY OF ANY KIND.  NVIDIA DISCLAIMS ALL WARRANTIES WITH
+ * REGARD TO THIS SOURCE CODE, INCLUDING ALL IMPLIED WARRANTIES OF
+ * MERCHANTABILITY, NONINFRINGEMENT, AND FITNESS FOR A PARTICULAR PURPOSE.
+ * IN NO EVENT SHALL NVIDIA BE LIABLE FOR ANY SPECIAL, INDIRECT, INCIDENTAL,
+ * OR CONSEQUENTIAL DAMAGES, OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS
+ * OF USE, DATA OR PROFITS,  WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE
+ * OR OTHER TORTIOUS ACTION,  ARISING OUT OF OR IN CONNECTION WITH THE USE
+ * OR PERFORMANCE OF THIS SOURCE CODE.
+ *
+ * U.S. Government End Users.   This source code is a "commercial item" as
+ * that term is defined at  48 C.F.R. 2.101 (OCT 1995), consisting  of
+ * "commercial computer  software"  and "commercial computer software
+ * documentation" as such terms are  used in 48 C.F.R. 12.212 (SEPT 1995)
+ * and is provided to the U.S. Government only as a commercial end item.
+ * Consistent with 48 C.F.R.12.212 and 48 C.F.R. 227.7202-1 through
+ * 227.7202-4 (JUNE 1995), all U.S. Government End Users acquire the
+ * source code with only those rights set forth herein.
+ *
+ * Any use of this source code in individual and commercial software must
+ * include, in the user documentation and internal comments to the code,
+ * the above Disclaimer and U.S. Government End Users Notice.
+ */
+
+
+
+#include <math.h>
+
+
+
+///////////////////////////////////////////////////////////////////////////////
+// Polynomial approximation of cumulative normal distribution function
+///////////////////////////////////////////////////////////////////////////////
+static double CND(double d){
+    const double       A1 = 0.31938153;
+    const double       A2 = -0.356563782;
+    const double       A3 = 1.781477937;
+    const double       A4 = -1.821255978;
+    const double       A5 = 1.330274429;
+    const double RSQRT2PI = 0.39894228040143267793994605993438;
+
+    double
+        K = 1.0 / (1.0 + 0.2316419 * fabs(d));
+
+    double
+        cnd = RSQRT2PI * exp(- 0.5 * d * d) * 
+        (K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));
+
+    if(d > 0)
+        cnd = 1.0 - cnd;
+
+    return cnd;
+}
+
+
+///////////////////////////////////////////////////////////////////////////////
+// Black-Scholes formula for both call and put
+///////////////////////////////////////////////////////////////////////////////
+static void BlackScholesBodyCPU(
+    float& callResult,
+    float& putResult,
+    float Sf, //Stock price
+    float Xf, //Option strike
+    float Tf, //Option years
+    float Rf, //Riskless rate
+    float Vf  //Volatility rate
+){
+    double S = Sf, X = Xf, T = Tf, R = Rf, V = Vf;
+
+    double sqrtT = sqrt(T);
+    double    d1 = (log(S / X) + (R + 0.5 * V * V) * T) / (V * sqrtT);
+    double    d2 = d1 - V * sqrtT;
+    double CNDD1 = CND(d1);
+    double CNDD2 = CND(d2);
+
+    //Calculate Call and Put simultaneously
+    double expRT = exp(- R * T);
+    callResult   = (float)(S * CNDD1 - X * expRT * CNDD2);
+    putResult    = (float)(X * expRT * (1.0 - CNDD2) - S * (1.0 - CNDD1));
+}
+
+
+////////////////////////////////////////////////////////////////////////////////
+// Process an array of optN options
+////////////////////////////////////////////////////////////////////////////////
+extern "C" void BlackScholesCPU(
+    float *h_CallResult,
+    float *h_PutResult,
+    float *h_StockPrice,
+    float *h_OptionStrike,
+    float *h_OptionYears,
+    float Riskfree,
+    float Volatility,
+    int optN
+){
+    for(int opt = 0; opt < optN; opt++)
+        BlackScholesBodyCPU(
+            h_CallResult[opt],
+            h_PutResult[opt],
+            h_StockPrice[opt],
+            h_OptionStrike[opt],
+            h_OptionYears[opt],
+            Riskfree,
+            Volatility
+        );
+}