项目描述 ：
An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.

高级语言： C++

项目主页：

项目地址: git://github.com/jordanhasgul/binomial-options-pricing-model.git

创建时间： 2020-08-02T16:49:26Z
项目社区：https://github.com/jordanhasgul/binomial-options-pricing-model
开源协议：MIT License
下载