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googa27/finite_difference_options

PDE option pricing with finite difference methods

1 stars 0 forks 1 watchers Python MIT License

2 Open Issues Need Help Last updated: Sep 8, 2025

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Docstrings about 1 month 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 about 1 month 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