orlovt/OptionsPricingCPP

High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.

语言：C++ · GitHub 星标：18 · Fork：6

话题：binomial-pricing · black-scholes · finite-difference-method · low-latency · monte-carlo · options-pricing · options-trading

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