This project revisits the Black–Scholes equation and explores its numerical resolution using finite-difference schemes. We implement and compare explicit and implicit methods, assess their accuracy ...

This project implements a comprehensive framework for pricing financial options using numerical methods. It supports both European and American options, employing finite difference methods for solving ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...