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option-pricing

Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).

• option
• pricing
• black-scholes
• binomial-tree
• monte-carlo-simulation

peterrhodesdev

published 2.1.0 • 2 years agopublished 2.1.0 2 years ago