ddoebel/pricing
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
3 Commits 2 Branches 0 Tags
04725b27d9bc5dabb427807155b270bd594b8432
Go to file
Clone
Open with VS Code Open with VSCodium Open with Intellij IDEA
Download ZIP Download TAR.GZ Download BUNDLE
David Doebel 04725b27d9 Add Analytics and requirements
2026-03-04 00:44:52 +01:00
docs
Add Analytics and requirements
2026-03-04 00:44:52 +01:00
src
Add Analytics and requirements
2026-03-04 00:44:52 +01:00
CMakeLists.txt
Create core structure
2026-03-03 23:33:32 +01:00
LICENSE
Initial commit
2026-03-03 21:52:20 +00:00
README.md
Create core structure
2026-03-03 23:33:32 +01:00

README.md

pricing

Monte Carlo pricing of European options under Black–Scholes

Project structure

Reference in New Issue View Git Blame Copy Permalink
Description
Monte Carlo pricing of European options under Black–Scholes
Readme MIT 1.1 MiB
Languages
Python 67.8%
C++ 28.9%
CMake 3.3%