├── .gitignore ├── .vscode └── settings.json ├── README.md ├── __pycache__ ├── _fd_method.cpython-36.pyc ├── _option_pricing.cpython-36.pyc ├── american_fd.cpython-36.pyc ├── fd_method.cpython-36.pyc ├── finite_difference.cpython-36.pyc └── option_pricing.cpython-36.pyc ├── _fd_method.py ├── _option_pricing.py ├── american_fd.py ├── bermudan_fd.py ├── european_fd.py ├── example ├── 1.png ├── 10.png ├── 11.png ├── 12.png ├── 2.png ├── 21.png ├── 22.png ├── 23.png ├── 3.png ├── 4.png ├── 5.png ├── 6.png ├── 7.png ├── 8.png ├── 9.png ├── amerineq.png ├── amerlcp.png ├── boundary.png ├── europde.png ├── europdefd.png ├── iteration.png └── terminal.png └── resource ├── American and Bermudan Option (PDE FD).ipynb ├── PDE FD.ipynb ├── Python American option.pdf └── Python Finite Difference.pdf /.gitignore: -------------------------------------------------------------------------------- 1 | 2 | 3 | .vscode\ 4 | 5 | resource\ 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