greeks
Calculations of option greeks - delta, gamma, theta, vega, rho
@japan-d2/rho
JavaScript implementation that compute prime factors using Pollard's rho algorithm
black-scholes-model
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
@mariuspopovici/rho
Estimate air density (Rho) based on air temperature, pressure and dew point.
pollardsrho
integer factorization using Pollard's rho algorithm with Brent cycle detection, Miller–Rabin primality test