black_scholes_test

black_scholes_test, a C++ code which calls black_scholes() to demonstrate several simple approaches to the valuation of a European call using the Black-Scholes equation.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

black_scholes, a C++ code which implements some simple approaches to the Black-Scholes option valuation theory, by Desmond Higham.

Source Code:

• black_scholes_test.cpp, a sample calling program.
• black_scholes_test.sh, runs all the tests.
• black_scholes_test.txt, the output file.

• asset_path.txt, the output data file from the asset path test.