Hacker News
- Pricing Americans with finite-difference https://tastyhedge.com/blog/finite-difference-americans 42 comments
Linked pages
- Numerical Recipes http://numerical.recipes/ 51 comments
- Fourier transform - Wikipedia http://en.wikipedia.org/wiki/Fourier_transform 36 comments
- Black–Scholes model - Wikipedia https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model 25 comments
- Tridiagonal matrix algorithm - Wikipedia https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm#Variants 18 comments
- Euler method - Wikipedia http://en.wikipedia.org/wiki/Euler_method 5 comments
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