black_scholes_test, a Fortran90 code which calls black_scholes(), which demonstrates several approaches to the valuation of a European call, creating graphics files for processing by gnuplot, by Desmond Higham.
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black_scholes, a Fortran90 code which implements some simple approaches to the Black-Scholes option valuation theory, creating graphics files for processing by gnuplot, by Desmond Higham.
