GitHub - Tchoks/Finance: Derivatives pricing in c++ · GitHub

Name		Name	Last commit message	Last commit date
Latest commit History 33 Commits
src		src
test		test
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
_config.yml		_config.yml

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Derivatives pricing in c++

monte-carlo cpp14 pricing derivatives finite-difference

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