Jordan Rinder

icon company University of Michigan icon location Current: MLE @ HubSpot

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Implement finite-difference pricers.

You can take a look [here](https://github.com/qirg/Derivative-Pricing/tree/master/src), specifically at the PDE_European.jl and PDE_American.jl files. I worked on this very problem a while ago, albeit, in Julia. Feel free to translate this...