Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
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Updated
Aug 30, 2020 - Python
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integral-equation
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FFT-VI code for eddy currents problems
simulation
modeling
electromagnetics
integral-equations
electromagnetic-fields
integral-equation
electromagnetic-simulation
eddy-current
fft-vi
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Updated
May 25, 2022 - MATLAB
Several Integral method in c++ such as: Trapezoid, Boole, Simpsons, et al
cpp
mathematics
eclipse-ide
arduino-library
integral-equations
integral-equation
trapezoidal-method
boole
integral-calculus
integral-calculation
boole-rule
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Updated
Mar 7, 2023 - C++
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