A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
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Updated
Jun 1, 2018 - C++
A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
A python code to compute the cumulante expansion of the Green's function for photoemission spectroscopy
Exact diagonalization for finite quantum systems
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