yongyi/finitedifference
A simple finite difference implementation to solve the Black-Scholes PDE
this repository contains the implementation of several sorting methods in generic programming.
This repository is cataloged as part of our automated global GitHub synchronization. Full telemetry, velocity snapshots, and code summaries are scheduled for continuous enrichment.
A simple finite difference implementation to solve the Black-Scholes PDE
a simple implementation of the monte-carlo method for pricing options.