Criterion.rs Benchmark Index

See individual benchmark pages below for more details.

• binary_tree_price_european_call
• binary_tree_price_european_put
• binomial_tree_price_american_call
• binomial_tree_price_american_put
• binomial_tree_price_european_call
• binomial_tree_price_european_put
• black_scholes_greeks
• black_scholes_price
• black_scholes_price_asset_or_nothing_call
• black_scholes_price_asset_or_nothing_put
• black_scholes_price_cash_or_nothing_call
• black_scholes_price_cash_or_nothing_put
• black_scholes_price_european_call
• black_scholes_price_european_put
• monte_carlo_arith_price_asian_fixed_strike_call
• monte_carlo_arith_price_asian_fixed_strike_put
• monte_carlo_arith_price_asian_floating_strike_call
• monte_carlo_arith_price_asian_floating_strike_put
• monte_carlo_arith_price_asset_or_nothing_call
• monte_carlo_arith_price_asset_or_nothing_put
• monte_carlo_arith_price_cash_or_nothing_call
• monte_carlo_arith_price_cash_or_nothing_put
• monte_carlo_arith_price_european_call
• monte_carlo_arith_price_european_put
• monte_carlo_geom_price_asian_fixed_strike_call
• monte_carlo_geom_price_asian_fixed_strike_put
• monte_carlo_geom_price_asian_floating_strike_call
• monte_carlo_geom_price_asian_floating_strike_put
• monte_carlo_geom_price_asset_or_nothing_call
• monte_carlo_geom_price_asset_or_nothing_put
• monte_carlo_geom_price_cash_or_nothing_call
• monte_carlo_geom_price_cash_or_nothing_put
• monte_carlo_geom_price_european_call
• monte_carlo_geom_price_european_put