ronniec95 / black_scholes

A SIMD based black scholes pricer using the http://crates.io/wide crate

Date Created 2020-09-01 (3 years ago)

Commits 16 (last one 2 years ago)

Stargazers 56 (0 this week)

Watchers 5 (0 this week)

Forks 6

License unknown

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RepositoryStats indexes 533,807 repositories, of these ronniec95/black_scholes is ranked #400,184 (25th percentile) for total stargazers, and #317,039 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #10,726/14,848.

Other Information

ronniec95/black_scholes has Github issues enabled, there are 2 open issues and 1 closed issue.

Homepage URL: https://mushfaqueronniechowdhury.medium.com/probably-the-fastest-black-scholes-pricer-in-world-34103e97f7eb

All Topics

simd math-functions option-pricing

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0 commits on the default branch (master) since jan '22

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The only known language in this repository is Rust

updated: 2024-04-17 @ 05:56am, id: 292032955 / R_kgDOEWgRuw