matthieugomez/EconPDEs.jl

Solve non-linear HJB equations.

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Robin-Guilliou/Option-Pricing

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Language: Jupyter Notebook - Size: 1.51 MB - Last synced at: 7 months ago - Pushed at: over 3 years ago - Stars: 71 - Forks: 16

mirianfsilva/heat-diffusion-equation

Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

Language: Jupyter Notebook - Size: 37 MB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 24 - Forks: 0

XFluids/XFluids

a unified cross-architecture heterogeneous CFD solver

Language: C++ - Size: 6.03 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 23 - Forks: 7

leo-aa88/cnavier

Explicit incompressible Navier-stokes solver written in C based on finite-difference schemes

Language: C - Size: 359 KB - Last synced at: 17 days ago - Pushed at: over 3 years ago - Stars: 8 - Forks: 2

geodynamics/sw4lite

Testing numerical kernels in SW4

Language: C - Size: 958 KB - Last synced at: 9 months ago - Pushed at: about 5 years ago - Stars: 6 - Forks: 17

pmontalb/FiniteDifferencePricing

A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function

Language: C++ - Size: 3.97 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 5 - Forks: 3

leo-aa88/finite_difference

Computes finite difference matrices for the first and second derivative up to sixth order, including compact schemes

Language: Python - Size: 502 KB - Last synced at: 22 days ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 3

ricktjwong/pde-solver

Solve the elliptic Poisson partial differential equation using finite difference methods.

Language: Python - Size: 60.4 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 0

Aravindan98/BlackScholes-Heston

Black Scholes Model and Heston Model

Language: Python - Size: 20.1 MB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0

Larissa-Rocha/wave-equation-numeric-solution

Numeric solution for the wave equation

Language: MATLAB - Size: 12.7 KB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

dc-fukuoka/diffuse

diffuse - 3D diffusion equation solver by using finite difference method + CG method(diagonal precondition) + Crank-Nicolson method with MPI.

Language: Fortran - Size: 5.43 MB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 0

diehlpk/reusommer21

Language: Jupyter Notebook - Size: 8.08 MB - Last synced at: 13 days ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

duyxsays/FreeBar

Project for the 'Physical Modelling for Sound Synthesis' course @AAU, Cph 2023/2024

Language: Python - Size: 1010 KB - Last synced at: 6 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

z4ir3/level-set

Level-Set method examples

Language: Python - Size: 6.37 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

CassidyPeter/PML-FYP

Computational Aeroacoustics Final Year Project for my Master's degree in Aeronautical Engineering

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mathibele/Applied-Mathematics

Size: 2.93 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

vishishtpriyadarshi/MA473-Computational-Finance-Project

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

Language: MATLAB - Size: 7.18 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 1

ShiveshM/FiniteDifferenceComputing

Finite Difference Computing

Language: Python - Size: 4.28 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 1

alterat/FiniteDifferenceSchemes

Finite difference simulation examples

Language: Python - Size: 2.93 KB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

maventura/uba-scmp-2017-1c

Finite differences simulations. Implemented with c++, mpi and matlab.

Language: C++ - Size: 43.6 MB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 2