financialkit.pde_methods
========================

Explicit, implicit and Crank-Nicolson schemes with Rannacher smoothing, the Thomas algorithm, CFL and von Neumann stability, Richardson extrapolation and Tavella-Randall grids, the heat-equation transform and trinomial equivalence, barriers, American options by PSOR, Brennan-Schwartz and penalty, and Peaceman-Rachford ADI.

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   :gutter: 2

   .. grid-item-card:: History
      :link: /history/pde_methods_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/pde_methods/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/pde_methods
      :link-type: doc

      Every public class and function.