Hello and welcome to my Github!
- Implementation of the finite difference method for the Black-Scholes equation: avhz/RustQuant#211
- Improvement of the finite difference method using variable transformations: avhz/RustQuant#221
- blackdash: Interactive web app for evaluating and analysing Options. Currently hosted at blackdash.io
- gerk: A Python package on PyPI to customize the Runge-Kutta method