搜索资源列表
binomialOptions
- This sample shows an implementation of the Black-Scholes model in CUDA for European options.
XLL_Project
- Black Scholes Model using C# and Excel
cllib
- CLLIB is a varied collection of Common lisp tools and routines in CLOCC. -CLLIB is a varied collection of Common lisp tools and routines in CLOCC. Includes: ■ "guess the animal" game simple neural net (AI) ■ autoload function and snarfi
ImplicitExplicit
- Implicit and Explicit approach to solve black scholes pde-numerical option pricing tool
Black-Scholes
- 使用Black-Scholes 反求隐含波动率(Black-Scholes , implied volitility)
VolSurface
- 波动率曲面matlab实现，可应用于期权市场上的任意期权。(The function VolSurface.m will then: - compute and output the Black-Scholes implied volatility (this will be a matrix). - get and plot the corresponding volatility surface using a kernel (Gaussian) density estimation.)