GitHub / victorakins02 / Solving-BSE-Numerically
This repository contains the implementation of numerical methods for solving the Black-Scholes Equation and the Time-Dependent Schrödinger Equation. It features C++ code using the Crank-Nicolson method, along with Python scripts for visualizing the results. A detailed report analyzing the findings and methodologies is also included.
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PURL: pkg:github/victorakins02/Solving-BSE-Numerically
Stars: 1
Forks: 0
Open issues: 0
License: None
Language: C++
Size: 5.52 MB
Dependencies parsed at: Pending
Created at: 10 months ago
Updated at: 10 months ago
Pushed at: 10 months ago
Last synced at: 8 months ago
Topics: black-scholes-equation, computational-physics, cpp, crank-nicolson-method, derivatives-and-financial-instruments, explicit-and-implicit-schemes, numerical-methods, option-pricing, python, quantum-mechanics, schrodinger-equation