black_scholes_test

black_scholes_test, a FORTRAN77 code which calls black_scholes(), which demonstrates several approaches to the valuation of a European call, by Desmond Higham.

Licensing:

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

Related Data and Programs:

black_scholes, a FORTRAN77 code which demonstrates several approaches to the valuation of a European call, by Desmond Higham.

Source Code:

• black_scholes_test.f, calls all the tests.
• black_scholes_test.sh, BASH commands to compile and run the sample program.
• black_scholes_test.txt, the output file.

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