-
Notifications
You must be signed in to change notification settings - Fork 1
vrodochenko/wh-barrier-c-
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
About
written mainly in pure C, this one calculates heston barrier option much faster then the python implementation, at the cost of readability
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published