calesennett/Black-Scholes calesennett/Black-Scholes

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  • Rank 3,963,521 (Top 79 %)
  • Language
    Haskell
  • Created about 10 years ago
  • Updated almost 10 years ago
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calesennett/Black-Scholes
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calesennett

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Repository Details

Implementation of the Black-Scholes-Merton model for pricing European options in Haskell.

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