mountolive/black_scholes_euler_finite_difference

Program for Black-Scholes PDE using Explicit Euler Finite Difference Method (based on https://www.quantstart.com/articles/C-Explicit-Euler-Finite-Difference-Method-for-Black-Scholes)

Black-Scholes model solution using Finite Differences

Solving the Black-Scholes PDE using Explicit Euler Finite Difference Method.

Reference

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