# 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.

- **Canonical URL**: https://githubrepo.cloud/repo/derekvasilich/black-scholes
- **GitHub Repository**: https://github.com/derekvasilich/black-scholes
- **Maintainer / Creator**: https://github.com/derekvasilich
- **Discovered On**: Sep 28, 2026

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