Thanks for the code, I tried it and now runs only slightly slower than vectorized version. As Stefan said the global variable is causing a huge slow down.
I tried addprocs(2) but I get this error. My Julia version is version 0.2 (came with Julia Studio). fatal error on 10: ERROR: ConsoleLogic not defined in deserialize at serialize.jl:334 in handle_deserialize at serialize.jl:322 in deserialize at serialize.jl:372 in handle_deserialize at serialize.jl:322 in deserialize at serialize.jl:361 in handle_deserialize at serialize.jl:322 in deserialize at serialize.jl:305 in anonymous at serialize.jl:325 in ntuple at tuple.jl:26 in deserialize_tuple at serialize.jl:325 in handle_deserialize at serialize.jl:317 in deserialize at serialize.jl:360 in handle_deserialize at serialize.jl:322 in anonymous at task.jl:822 ProcessExitedException() julia> Worker 10 terminated. ERROR: read: end of file in yield at multi.jl:1540 in wait at task.jl:117 in wait_full at multi.jl:557 in remotecall_fetch at multi.jl:657 in call_on_owner at multi.jl:704 in fetch at multi.jl:712 in mr_pairwise at reduce.jl:135 in mapreduce at reduce.jl:158 in preduce at multi.jl:1435 in timecallprice at /Users/tanvach/Desktop/Julia/calloption.jl:1509 in on_eval_msg at /Applications/JuliaStudio.app/Contents/Resources/Console/ ConsoleLogic.jl:24 in handle_input at /Applications/JuliaStudio.app/Contents/Resources/Console /ConsoleLogic.jl:131 in anonymous at /Applications/JuliaStudio.app/Contents/Resources/Console/ ConsoleLogic.jl:144 in handle_pending_events at /Applications/JuliaStudio.app/Contents/ Resources/juliet/src/modules/event/event.jl:84 in update at /Applications/JuliaStudio.app/Contents/Resources/juliet/src/ modules/event/event.jl:59 in event_loop at /Applications/JuliaStudio.app/Contents/Resources/juliet/ src/modules/event/event.jl:72 in run at /Applications/JuliaStudio.app/Contents/Resources/juliet/src/ juliet-engine.jl:48 in include at boot.jl:238 in include_from_node1 at loading.jl:114 in process_options at client.jl:303 in _start at client.jl:389
