davidgturner/finiteDifferenceMethodsOptionPricer
calculates the Black-Scholes Closed Form, Explicit FDM , Implicit FDM, Crank-Nicholson FDM, and Implicit SOR, * and Crank-Nicholson SOR to price the European and American call and put options
C++
Issues
- 0
any materials about FDM?
#1 opened by paracats