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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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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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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Mar 7, 2023 - C++
Efficient methods for computing Quasi-Periodic Green Functions for the 2D Helmholtz equation
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Dec 23, 2024 - Julia
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