ttk592

Pinned Repositories

bench
simple fpu benchmarks
Language:C++2 2 00
black-scholes-barrier
Analytic barrier option pricing within the Black-Scholes model
Language:C++10
fdm
finite difference solver for parabolic pde's
Language:C++1 2 01
poisson-pde-solve
2D-Poisson PDE solver u_xx + u_yy = f on a uniform grid
Language:C++21
spline
c++ cubic spline library
Language:C++733 28 15273

ttk592's Repositories

ttk592/spline
c++ cubic spline library
Language:C++733 28 15273
ttk592/bench
simple fpu benchmarks
Language:C++2 2 00
ttk592/poisson-pde-solve
2D-Poisson PDE solver u_xx + u_yy = f on a uniform grid
Language:C++21
ttk592/black-scholes-barrier
Analytic barrier option pricing within the Black-Scholes model
Language:C++10
ttk592/fdm
finite difference solver for parabolic pde's
Language:C++1 2 01