ddoebel/pricing
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
8 Commits 2 Branches 0 Tags
a503514bf58389a310e41da92f1d14455c3f8f44
Go to file
Clone
Open with VS Code Open with VSCodium Open with Intellij IDEA
Download ZIP Download TAR.GZ Download BUNDLE

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%