https://github.com/mountolive/black_scholes_euler_finite_difference
Program for Black-Scholes PDE using Explicit Euler Finite Difference Method (based on https://www.quantstart.com/articles/C-Explicit-Euler-Finite-Difference-Method-for-Black-Scholes)
https://github.com/mountolive/black_scholes_euler_finite_difference
Last synced: about 1 year ago
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Program for Black-Scholes PDE using Explicit Euler Finite Difference Method (based on https://www.quantstart.com/articles/C-Explicit-Euler-Finite-Difference-Method-for-Black-Scholes)
- Host: GitHub
- URL: https://github.com/mountolive/black_scholes_euler_finite_difference
- Owner: mountolive
- Created: 2018-10-07T14:00:39.000Z (over 7 years ago)
- Default Branch: master
- Last Pushed: 2022-08-23T17:25:32.000Z (almost 4 years ago)
- Last Synced: 2025-01-30T11:44:17.693Z (over 1 year ago)
- Language: Python
- Size: 17.6 KB
- Stars: 0
- Watchers: 0
- Forks: 2
- Open Issues: 5