googa27

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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New time stepping method for greeks instabilities near strike price about 2 months ago

bug enhancement help wanted

googa27/finite_difference_options

1

PDE option pricing with finite difference methods

Python

Docstrings about 2 months ago

documentation good first issue

googa27/finite_difference_options

1

PDE option pricing with finite difference methods

Python