#14671: Adding Black-Scholes to Sage finance
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Reporter: Zaxis | Owner: Zaxis
Type: enhancement | Status: new
Priority: major | Milestone: sage-5.11
Component: finance | Keywords: Black-Scholes, finance, options
Work issues: | Report Upstream: N/A
Reviewers: | Authors:
Merged in: | Dependencies:
Stopgaps: |
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Added Black-Scholes functionality to sage.finance. Note that #4083 seeks
to create an option class with Black-Scholes functionality. However there
are reasons Black-Scholes would be useful as a standalone function without
the need to create an option object as described in #4083.
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Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/14671>
Sage <http://www.sagemath.org>
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