JSPM

Found 5 results for scholes

black-scholes

Option pricing using the Black-Scholes formula.

  • v1.1.0
  • 65.66
  • Published

implied-volatility

Determine implied volatility of options based on their prices

  • v1.0.0
  • 60.37
  • Published

scholes

Black Scholes Algorithm in pure JS

    • v8.6.202-4.14.32
    • 18.80
    • Published

    black-scholes-probability

    Get the probability that the price of an asset will be above the strike price of an option at the time of expiration according to the Black-Scholes model.

    • v0.0.1
    • 11.95
    • Published