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Catalog / derekvasilich / black-scholes
Public GitHub Catalog Discovered Sep 28, 2026

derekvasilich / black-scholes

High-Performance C implementation of the Crank-Nicolson Finite Difference Method for option pricing. Features an (O(N)) Thomas Algorithm tridiagonal solver and custom 3D mesh visualization. Designed as an HPC benchmark for quantitative infrastructure.

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derekvasilichOrganization / User
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