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.

pollardsrho

integer factorization using Pollard's rho algorithm with Brent cycle detection, Miller–Rabin primality test