Files
opt-pricer/src/gbm_mc.h
2017-07-30 10:53:27 -04:00

16 lines
229 B
C

#ifndef GBM_MC
#define GBM_MC
#include <time.h>
struct Option;
double gbm_simulation(double spot, double rfr, double vol, double tte, double rand);
void *run_simulation(void *opt_ptr);
void gbm(struct Option *opt);
#endif