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option-pricing

Here are 3 public repositories matching this topic...

RustQuant

avhz / RustQuant

Rust library for quantitative finance.

rust finance machine-learning statistics trading math mathematics regression rust-lang quantlib option-pricing quantitative-finance stochastic-processes

Updated Feb 9, 2025
Rust

ronniec95 / black_scholes

A SIMD based black scholes pricer using the http://crates.io/wide crate

simd option-pricing math-functions

Updated Jun 12, 2023
Rust

carlobortolan / quantrs

A (very) fast Rust library for quantitative finance.

quant derivatives option-pricing quantitative-finance finite-difference lattice binomial-model black-scholes rust-crate options-strategies black-76

Updated Mar 28, 2025
Rust

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