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Search results for pricing black scholes
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2 search results found
Fypy
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51
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Financialtoolbox.jl
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43
Useful functions for Black–Scholes Model in the Julia Language
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