orlovt / OptionsPricingCPPView on GitHub
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
19Mar 31, 2024Updated 2 years ago

Alternatives and similar repositories for OptionsPricingCPP

Users that are interested in OptionsPricingCPP are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.

Sorting:

Are these results useful?