讲解:path-dependent、C++、C++、Black-Scholes modelDatabase|Haskel
Pricingpath-dependentcalloptionsC++ProgrammingwithApplicationstoFinanceSpring2018ThefamousBlack-Scholesmodelfrommathematicalfinanceforanon-dividendpayingstockcanbeformulatedasdSt=rStdt+σStWt,whererist