Bonjour,

Je vous mets ici le code

Quand je compile je me retrouve avec ceci




Code : Sélectionner tout - Visualiser dans une fenêtre à part
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#include "prototype.h"
 
#include <cmath>
#include <iostream>
using namespace std;
 
int main()
{
	double S,K,T,r,sigma,option_price,ns; 
 
										//blackscholesmontecarlo(S,K,T,r,sigma)
	cout << "Put Option Monte Carlo: " << blackscholesmontecarlo(59,58,4/12.,0.05,0.25) << endl;
	cout << "ecart: " << confident_interval(59,58,4/12.,0.05,0.25) << endl;
 
        cout << blackscholesmontecarlo(59,58,4/12.,0.05,0.25) + confident_interval(59,58,4/12.,0.05,0.25);
									//impliedvol(S,K,T,r,option_price)
	cout << "Implied Volatility: " << impliedvol(1,0.9,0.5,0.05,0.1264) << endl << endl;
 
	system("pause");
	return 0;
}

Merci !!