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GitHub / bleunguts / OptionsPricerCpp

Monte Carlo Pricing with extendable PayOff model

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bleunguts%2FOptionsPricerCpp

Stars: 1
Forks: 2
Open Issues: 0

License: None
Language: C++
Repo Size: 186 KB
Dependencies: pending

Created: about 3 years ago
Updated: 10 months ago
Last pushed: about 3 years ago
Last synced: 10 months ago

Topics: montecarlo-simulation, options-pricing, pricing-derivatives

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