black_scholes_test


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

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

Source Code:


Last revised on 12 October 2022.