• Stars
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    8
  • Rank 2,099,232 (Top 42 %)
  • Language
    JavaScript
  • Created about 10 years ago
  • Updated about 10 years ago

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Repository Details

securitiesOption.js is a javascript library for evaluating option prices and implied volatilities using Cox Ross Rubinstein (CRR), trinomial trees or Black-Scholes

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