A high-performance, open-source, C++ library for pricing derivatives.
Read the Getting Started section of the wiki to learn how to use QuantPDE.
Visit the website at http://quantpde.org.
forked from parsiad/QuantPDE
A high-performance, open-source, C++ library for pricing derivatives.
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ben-haim/QuantPDE
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A high-performance, open-source, C++ library for pricing derivatives.
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