diff --git a/README b/README index e479c07..36ac377 100644 --- a/README +++ b/README @@ -1,7 +1,8 @@ Demonstration of a Black-Scholes Model in C Note that there are two models, a pure Monte Carlo implementation -and the closed form Black-Scholes equation. +and the closed form Black-Scholes equation. Note that the code runs +multi-threaded. To install: $ git clone https://github.com/kevindkeogh/opt-pricer.git @@ -45,4 +46,3 @@ TODO: 1. Find a C implementation for Sobol sequence so that Gamma convergence is faster 2. Tests... - 3. Parallelize code