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Projects in Awesome Lists tagged with binomial-lattice
A curated list of projects in awesome lists tagged with binomial-lattice .
https://github.com/jordanhasgul/binomial-options-pricing-model
An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.
american-options binomial-lattice call-option cpp derivatives option-pricing put-option
Last synced: 26 Dec 2024
