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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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