MATLAB codes associated with the paper: "Rigorous numerics for nonlinear heat equations in the complex plane of time" by A Takayasu, J-P Lessard, ... version 11 and Chebfun - numerical computing with ...

These codes implement the numerical method of Finite Difference method to solve Heat PDE and Black-Scholes PDE. Specificly, the code for Black-Scholes PDE aims to price vanilla options such as ...