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danielhstahl / black_scholes_rust

Rust for black scholes
https://danielhstahl.github.io/black_scholes_rust/dev/bench/
23 stars 8 forks source link

added cached version for efficient computation of all greeks and pric… #11

Closed danielhstahl closed 2 years ago

danielhstahl commented 2 years ago

…es at once