https://github.com/crodriguezvega/black-scholes-european-option

European option price and greeks graphs in Black-Scholes model using Matlab.
https://github.com/crodriguezvega/black-scholes-european-option

black-scholes european-options greeks matlab option-pricing

Last synced: 10 days ago
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European option price and greeks graphs in Black-Scholes model using Matlab.

• Host: GitHub
• URL: https://github.com/crodriguezvega/black-scholes-european-option
• Owner: crodriguezvega
• Created: 2014-03-08T17:58:19.000Z (almost 11 years ago)
• Default Branch: master
• Last Pushed: 2017-01-19T19:48:00.000Z (almost 8 years ago)
• Last Synced: 2024-11-06T02:06:33.307Z (about 2 months ago)
• Topics: black-scholes, european-options, greeks, matlab, option-pricing
• Language: Matlab
• Size: 3.89 MB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 0

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