From Research paper quant algo for call or put options to Matlab Mupad converted to clean C source code or C++ Demo with HFT potential
Get all the complete details here with ALL SOURCE CODE. This can be use ultra lowest high frequency trading (HFT) as well.
Complete details with source here:
http://quantlabs.net/blog/2014/05/research-paper-algo-for-call-or-put-options-to-matlab-mupad-converted-to-clean-c-or-c-demo-intro/