GitHub repository: mountolive/black_scholes_euler_finite_difference
Primary language: Python
Created: 2018-10-07T14:00:39Z
Description: 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)