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A preliminary full implementation of the Black-Scholes model for European options...

Open gocchionero opened this issue 7 years ago • 1 comments

...including greek parameters and leverage computations.

I have read your guidelines which said not to worry too much about a "final" version, as you are probably going to refactor. So, I put the working code in one file with some inline documentation.

gocchionero avatar Oct 13 '18 20:10 gocchionero

Thanks!

cdrnet avatar Oct 16 '18 23:10 cdrnet