This repository contains software for my bachelor thesis.
-Theoretical derivations can be found in ResearchProposal.pdf
-File "entities.py" contains the definition of all mathematical objects: coefficient functions, processes and so on.
-File "finmath_calculations.py" contains operators and implemented approximations for double integrals we are going to use in our schemes.
-File "approx_schemes.py" has Euler scheme, that uses all of the technologies mentioned above.