kevindkeogh/opt-pricer
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update README for multi-threading

Browse Source
This commit is contained in:
Kevin
2017-07-31 13:14:13 -04:00
parent 186e8e40e9
commit 61be7cce04
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
README
View File

@@ -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