Explicit finite-difference scheme for the Black-Scholes PDE (European call pricing), with stability analysis and convergence study
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Updated
Jun 11, 2026 - Python
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explicit-scheme
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This repository contains Python code for numerical simulation, data analysis, and figures associated with the Herho et al. (2024) manuscript.
partial-differential-equations conduction finite-difference-method numba-jit implicit-scheme explicit-scheme 1d-heat-equation
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Dec 31, 2023 - Python
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