The parallelism offered by the GPU is primarily per-op parallelism (there is something to be said about cuda streams, but that probably isn’t what you want to do here). The best way to speed this up is to vectorize over your Monte Carlo paths (possibly serializing over time).
As you appear to be looking into financial mathematics: I did something like that for the Hull-White-Model 70 a long time ago (when we had Variable…).
Best regards
Thomas