QPDE

Code for numerical experiments in the QPDE paper.

Name		Name	Last commit message	Last commit date
QPDE_General_Slow.ipynb		QPDE_General_Slow.ipynb
Q_PDE_1D.ipynb		Q_PDE_1D.ipynb
Q_PDE_1D_American.ipynb		Q_PDE_1D_American.ipynb
Q_PDE_Poisson_outsample10D.ipynb		Q_PDE_Poisson_outsample10D.ipynb
Q_PDE_Poisson_outsample20D.ipynb		Q_PDE_Poisson_outsample20D.ipynb
README.md		README.md

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