diego

diego / Finance_BlackScholesDigitalOptionValue / 0.1.0

README.md
Calculates the Black-Scholes option value of a call option. @param initialStockValue The initial value of the underlying, i.e., the spot. @param riskFreeRate The risk free rate of the bank account numerarie. @param volatility The Black-Scholes volatility. @param optionMaturity The option maturity T. @param optionStrike The option strike. @return Returns the value of a European call option under the Black-Scholes model i.e {"initialStockValue":23.3,"riskFreeRate":0.05,"volatility":1,"optionMaturity":20,"optionStrike":5}