option-pricing

peterrhodesdev
esm Styles
option-pricing JS library on GitHub option-pricing JS library on npm Download option-pricing JS library

Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).

Version 2.1.0 License MIT
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option-pricing JS library on GitHub
option-pricing JS library on npm
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Keywords
optionpricingblack-scholesbinomial-treemonte-carlo-simulation
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