Miletus.jl
Financial contract simulator
A Julia package for modeling and pricing financial contracts based on mathematical models such as the Black-Scholes model and the geometric Brownian motion model.
Writing financial contracts in Julia
84 stars
13 watching
23 forks
Language: Julia
last commit: 12 months ago
Linked from 1 awesome list
financejuliaoptions-pricingoptions-trading
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