You have to define this env variable as given in the user guide:
$ nvidia-smi -L
GPU 0: A100-SXM4-40GB (UUID: GPU-e86cb44c-6756-fd30-cd4a-1e6da3caf9b0)
  MIG 3g.20gb Device 0: (UUID: MIG-GPU-e86cb44c-6756-fd30-cd4a-1e6da3caf9b0/1/0)
  MIG 3g.20gb Device 1: (UUID: MIG-GPU-e86cb44c-6756-fd30-cd4a-1e6da3caf9b0/2/0)


$ CUDA_VISIBLE_DEVICES=MIG-GPU-e86cb44c-6756-fd30-cd4a-1e6da3caf9b0/1/0 ./BlackScholes &
$ CUDA_VISIBLE_DEVICES=MIG-GPU-e86cb44c-6756-fd30-cd4a-1e6da3caf9b0/2/0 ./BlackScholes &