finite-difference-schemes topic

Solve non-linear HJB equations.

matthieugomez

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Robin-Guilliou

Simple (and not-so-simple) CFD solvers written in Fortran with Python plotting routines

JOThurgood

Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

mirianfsilva

a unified cross-architecture heterogeneous CFD solver

XFluids