GitHub - Parth7/Finite_Difference_Method_BSM: Using Explicit Euler Finite Difference Method for pricing Black Scholes Model

Parth7 / Finite_Difference_Method_BSM Public

Using Explicit Euler Finite Difference Method for pricing Black Scholes Model

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
.idea		.idea
.ipynb_checkpoints		.ipynb_checkpoints
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
Plot fdm.ipynb		Plot fdm.ipynb
fdm.cpp		fdm.cpp
fdm.csv		fdm.csv
fdm.h		fdm.h
main.cpp		main.cpp
option.cpp		option.cpp
option.h		option.h
payoff.cpp		payoff.cpp
payoff.h		payoff.h
pde.cpp		pde.cpp
pde.h		pde.h