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googa27/finite_difference_options

PDE option pricing with finite difference methods

2 good first / help-wanted issues · Python · last activity Sep 8, 2025

1 stars 0 forks 1 watchers Python MIT License
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2 Open Issues Need Help Last updated: Sep 8, 2025

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Docstrings 4 months ago
documentation good first issue type:docs priority:P2 phase:1-foundation
googa27/finite_difference_options
1

PDE option pricing with finite difference methods

Python
New time stepping method for greeks instabilities near strike price 4 months ago
bug enhancement help wanted type:task priority:P2 phase:2-contracts-truth
googa27/finite_difference_options
1

PDE option pricing with finite difference methods

Python