https://github.com/beliavsky/black-scholes

Black-Scholes option pricing formula in Fortran
https://github.com/beliavsky/black-scholes

black-scholes finance option-pricing

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Black-Scholes option pricing formula in Fortran

• Host: GitHub
• URL: https://github.com/beliavsky/black-scholes
• Owner: Beliavsky
• Created: 2021-10-16T20:38:35.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2021-10-20T01:19:17.000Z (over 3 years ago)
• Last Synced: 2025-01-30T07:42:44.969Z (3 months ago)
• Topics: black-scholes, finance, option-pricing
• Language: Fortran
• Homepage:
• Size: 5.86 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Black-Scholes

Black-Scholes option pricing formula in modern Fortran. Compile with ```gfortran kind.f90 black_scholes.f90 xxblack_scholes.f90```