Add initial Quant.jl code for Black-Scholes

2026-06-19 03:31:42 -04:00 · 2016-03-05 17:49:30 -05:00
commit 531ae12f0e
5 changed files with 82 additions and 0 deletions
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+using Quant
+
+@test_approx blackscholes_call(.25, 2, 1, 100, 95, .05) 15.047
+
+@test_approx blackscholes_call(.25, 1, 100, 95, .05) blackscholes_call(.25, 2, 1, 100, 95, .05)
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+include("blackscholes.jl")