#
black-scholes
Here are 4 public repositories matching this topic...
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton
-
Updated
May 6, 2022 - TypeScript
A library to deal with options and option strategies
-
Updated
Jan 8, 2023 - TypeScript
Improve this page
Add a description, image, and links to the black-scholes topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the black-scholes topic, visit your repo's landing page and select "manage topics."