Finite_Difference_Method_BSM：使用显式欧拉有限差分法对Black Scholes模型进行定价-源码

[{"title":"（ 19 个子文件 106KB ） Finite_Difference_Method_BSM：使用显式欧拉有限差分法对Black Scholes模型进行定价-源码","children":[{"title":"Finite_Difference_Method_BSM-master","children":[{"title":"fdm.cpp <span style='color:#111;'> 2.22KB </span>","children":null,"spread":false},{"title":".ipynb_checkpoints","children":[{"title":"Plot fdm-checkpoint.ipynb <span style='color:#111;'> 64.02KB </span>","children":null,"spread":false}],"spread":true},{"title":"fdm.h <span style='color:#111;'> 1.25KB </span>","children":null,"spread":false},{"title":"option.h <span style='color:#111;'> 447B </span>","children":null,"spread":false},{"title":"Plot fdm.ipynb <span style='color:#111;'> 64.02KB </span>","children":null,"spread":false},{"title":"pde.h <span style='color:#111;'> 1.14KB </span>","children":null,"spread":false},{"title":"pde.cpp <span style='color:#111;'> 867B </span>","children":null,"spread":false},{"title":"payoff.cpp <span style='color:#111;'> 495B </span>","children":null,"spread":false},{"title":"CMakeLists.txt <span style='color:#111;'> 237B </span>","children":null,"spread":false},{"title":".idea","children":[{"title":"misc.xml <span style='color:#111;'> 137B </span>","children":null,"spread":false},{"title":"Euler-Finite-Difference-Method_BSM.iml <span style='color:#111;'> 97B </span>","children":null,"spread":false},{"title":".name <span style='color:#111;'> 34B </span>","children":null,"spread":false},{"title":"modules.xml <span style='color:#111;'> 320B </span>","children":null,"spread":false},{"title":".gitignore <span style='color:#111;'> 125B </span>","children":null,"spread":false}],"spread":true},{"title":"main.cpp <span style='color:#111;'> 633B </span>","children":null,"spread":false},{"title":"payoff.h <span style='color:#111;'> 715B </span>","children":null,"spread":false},{"title":".gitignore <span style='color:#111;'> 43B </span>","children":null,"spread":false},{"title":"fdm.csv <span style='color:#111;'> 9.99KB </span>","children":null,"spread":false},{"title":"option.cpp <span style='color:#111;'> 253B </span>","children":null,"spread":false}],"spread":false}],"spread":true}]