This is a simple implementation of the Black-Scholes model in C++, using CUDA for matrix operations and parallelization.
This repository has been archived by the owner on Jan 30, 2023. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 0
Black-Scholes resolution
License
AiglonDore/black-scholes
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
Black-Scholes resolution
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published