lilkui

DerivaSharp
by: lilkui
- .NET 10.0
- 127 total downloads
- last updated 8/29/2026
- Latest version: 1.1.0
- derivatives option-pricing options pricing black-scholes black-scholes-merton quantitative-finance greeks implied-volatility finite-difference More tags
DerivaSharp is a C# library for financial derivatives pricing.
DerivaSharp.Gpu.Linux
by: lilkui
- 106 total downloads
- last updated 8/29/2026
- Latest version: 1.1.0
- cuda gpu monte-carlo option-pricing derivatives torchsharp nvidia linux linux-x64 quantitative-finance More tags
CUDA 12.8 acceleration runtime for DerivaSharp on Linux x64.
DerivaSharp.Gpu.Windows
by: lilkui
- 102 total downloads
- last updated 8/29/2026
- Latest version: 1.1.0
- cuda gpu monte-carlo option-pricing derivatives torchsharp nvidia windows win-x64 quantitative-finance More tags
CUDA 12.8 acceleration runtime for DerivaSharp on Windows x64.
DerivaSharp.MonteCarlo
by: lilkui
- .NET 10.0
- 45 total downloads
- last updated 8/29/2026
- Latest version: 1.1.0
- monte-carlo option-pricing derivatives torchsharp black-scholes longstaff-schwartz gpu cuda quantitative-finance options More tags
TorchSharp Monte Carlo pricing engines for DerivaSharp.