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Top 2 blackscholes open source projects

p3arsec
Parallel Patterns Implementation of PARSEC Benchmark Applications
✭ 12
C++cshellMakefilepythonCMakeM4benchmarkingbenchmarkskeletonskeleton-applicationdedupvipsblackscholesferretparallel-patternsparsec-benchmarkfreqminecannealfluidanimatestreamclusterfacesimbodytrackraytraceswaptionsskeleton-programming
pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
✭ 190
pythonderivativesoption-pricingvolatilityblackscholesinvestment-banking
1-2 of 2 blackscholes projects