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

Open Issues Need Help

View All on GitHub

Docstrings 3 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 3 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