Analytic barrier option pricing within the Black-Scholes model
http://kluge.in-chemnitz.de/opensource/black_scholes/
cd src
make
Analytic barrier option pricing within the Black-Scholes model
C++GPL-2.0
Analytic barrier option pricing within the Black-Scholes model
http://kluge.in-chemnitz.de/opensource/black_scholes/
cd src
make