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crank-nicolson-method

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This repository contains the implementation of numerical methods for solving the Black-Scholes Equation and the Time-Dependent Schrödinger Equation. It features C++ code using the Crank-Nicolson method, along with Python scripts for visualizing the results. A detailed report analyzing the findings and methodologies is also included.

  • Updated Oct 5, 2024
  • C++

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