-
Notifications
You must be signed in to change notification settings - Fork 0
RobertMorey/PythonFiniteDifference
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
About
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
Topics
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published