Math-Research

Undergraduate Research project completed at Penn State University on "The Application of PDEs to Finance: Black-Scholes model for Options Pricing"

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
B-S_variable_coefficient_final.py		B-S_variable_coefficient_final.py
Backward-Euler_Black-Scholes.py		Backward-Euler_Black-Scholes.py
CEV_with_truncation.py		CEV_with_truncation.py
CEV_without_truncation.py		CEV_without_truncation.py
FDM_heat_eqn.py		FDM_heat_eqn.py
README.md		README.md
implicit_euler_heat_eqn.py		implicit_euler_heat_eqn.py

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