#

multi-asset

Here is 1 public repository matching this topic...

vishishtpriyadarshi / MA473-Computational-Finance-Project

Finite Difference Method for the Multi-Asset Black–Scholes Equations

finance partial-differential-equations black-scholes finite-difference-schemes options-# non-uniform-grid multi-asset

Updated Nov 26, 2021
MATLAB

Improve this page

Add a description, image, and links to the multi-asset topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the multi-asset topic, visit your repo's landing page and select "manage topics."