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Here are some articles on C++ applied to option pricing, Might be useful.[URL unfurl="true"]https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/page-6#post-310389[/URL]
Here are some articles on C++ applied to option pricing, Might be useful.
[URL unfurl="true"]https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/page-6#post-310389[/URL]