GitHub / KonstantinQuant / exact-pricing-cpp
Black-Scholes-Merton Option Pricing application with Greeks written in C++
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Forks: 0
Open issues: 0
License: None
Language: C++
Size: 31.3 KB
Dependencies parsed at: Pending
Created at: over 3 years ago
Updated at: over 1 year ago
Pushed at: over 3 years ago
Last synced at: over 1 year ago
Topics: black-scholes-merton, blackscholes, cplusplus, pricing-derivatives, statistics
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