Financial Formula

1. B-S Formula

The prcess of getting the formula using Itô Lemma

Code Reference:

1. Joshi C++ Design Patterns and Derivatives Pricing
2. https://developer.nvidia.cn/blog/profit-and-loss-modeling-on-gpus-with-iso-c-language-parallelism/
3. https://developer.nvidia.cn/blog/how-to-accelerate-quantitative-finance-with-iso-c-standard-parallelism/