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spyder73/black-scholes-monte-carlo-diffusion: I solved the Black-Scholes Equation in two ways: 1) Using a MonteCarlo Simulation 2) Via projecting it onto the Diffusion Equation and solving that numerically.

by spyder73

I solved the Black-Scholes Equation in two ways: 1) Using a MonteCarlo Simulation 2) Via projecting it onto the Diffusion Equation and solving that numerically.

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