2007年5月17日

Black Scholes model in Multiple Languages

espen haug是一个程序收集狂,他网站上的自我介绍是“Some people collect stamps. Others collect coins, matchboxes, butterflies, or cars. I collect option pricing formulas.” 眼下又收集了用不同程序写的Black-Scholes model。
突然想到这个点子,联想到不同语言下写“Hello World”,我想要不也收集一下不同语言下写“Black Scholes code”,上网一收,已经被espen Haug捷足先登了,呵呵,大家感兴趣的可以看看,有其他语言的程序赶快向他发送吧。

“You naturally know the Black-Scholes-Merton option formula, but in how many languages? Just like me I guess you speak Norwegian, French, Russian, English, Swedish and Danish, but what about really interesting languages like (now in more than 30 languages):

Fortress, Lua, APL, SAS, Mathcad, J, MEL, Postscript, VB.NET, Clean, Ruby, Lisp, Prolog, PL/SQL, LyME, ColdFusion, K, C#, HP48, Transact SQL, O'Caml, Rebol, Real Basic, Icon, Squeak, Haskell, JAVA , JavaScript, VBA, C++, Perl, Maple, Mathematica, Matlab, S-Plus, IDL, Pascal, Python, Fortran, Scheme, PHP

If you have implemented Black-Scholes in another language I would be happy to get a copy of your source code to put it on this page! ”

Black Scholes model

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