A multi-threaded Monte Carlo simulation app that approximates the prices of financial derivatives (options) via Finite-Difference Methods, the Euler and Milstein Approximations. This app leverages C++11 to C++20 language features and design concepts.
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A multi-threaded Monte Carlo simulation app that approximates the prices of financial derivatives (options) via Finite-Difference Methods, the Euler and Milstein Approximations. This app leverages C++11 to C++20 language features and design concepts.
mjolewis/Multi-threaded-Monte-Carlo-Simulation-for-Option-Pricing
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A multi-threaded Monte Carlo simulation app that approximates the prices of financial derivatives (options) via Finite-Difference Methods, the Euler and Milstein Approximations. This app leverages C++11 to C++20 language features and design concepts.
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