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Pricing

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carlobortolan / quantrs Public

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Fork 5
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feat(pricing): implement black scholes model#20

Merged

carlobortolan merged 11 commits intomastercarlobortolan/quantrs:masterfrom

3-implement-black-scholes-modelcarlobortolan/quantrs:3-implement-black-scholes-modelCopy head branch name to clipboard

Mar 16, 2025

Conversation Commits11 (11)Checks Files changed

Merged

feat(pricing): implement black scholes model#20
carlobortolan merged 11 commits intomasterfrom
3-implement-black-scholes-model

Commits

Commits on Mar 15, 2025

Implement black-scholes pricing model
carlobortolan
committed
Update black-scholes pricing model
carlobortolan
committed
Update black-scholes pricing model
carlobortolan
committed
Add support dividend yielding instruments
carlobortolan
committed
Refactor option structure and add American and European option implementations
carlobortolan
committed
Update code documentation
carlobortolan
committed
Update code documentation
carlobortolan
committed
Add Binary option type and integrate into existing option structure
carlobortolan
committed
Implement cash or nothing binary option
carlobortolan
committed

Commits on Mar 16, 2025

Update code documentation
carlobortolan
committed
Update binary options tests
carlobortolan
committed

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