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by stanimir
November 21st, 2002, 4:05 pm
Forum: Programming and Software Forum
Topic: C++ code
Replies: 1
Views: 189518

C++ code

Hi,I am looking for a C++ code implementing a numerical procedures for solving different option models.Can anybody provide a link to a resource or a book that can help me out.Thanks a lot
by stanimir
November 21st, 2002, 2:51 pm
Forum: General Forum
Topic: C++ numerical algorithm
Replies: 9
Views: 191117

C++ numerical algorithm

Hi everybody,Can anyone indicate me a link where I can find a C++ or Java code implementing a numeric algorithm for solving an European option priceThank you