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: 8 months 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 (over 11 years ago)
- Default Branch: master
- Last Pushed: 2017-01-19T19:48:00.000Z (almost 9 years ago)
- Last Synced: 2025-04-12T13:19:38.748Z (8 months ago)
- Topics: black-scholes, european-options, greeks, matlab, option-pricing
- Language: Matlab
- Size: 3.89 MB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0