GitHub - Saurabh-qtech/FiniteDifferenceMethods: Calculate European and American option prices using Implicit, Explicit and Crank-Nicolson Methods

Saurabh-qtech / FiniteDifferenceMethods Public

Calculate European and American option prices using Implicit, Explicit and Crank-Nicolson Methods

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
Output		Output
SOR.py		SOR.py
SOR_proj.py		SOR_proj.py
americanfdm.py		americanfdm.py
bs_analytical_pricer.py		bs_analytical_pricer.py
bs_heat_eqn_conversions.py		bs_heat_eqn_conversions.py
europeanfdm.py		europeanfdm.py
fdmclass.py		fdmclass.py
main.py		main.py
matrix_gen.py		matrix_gen.py
normal_cdf.py		normal_cdf.py
optionclass.py		optionclass.py
thomas.py		thomas.py