Package net.finmath.fouriermethod.models

Provides characteristic functions of stochastic processes (models).

See:
Description

Interface Summary

ProcessCharacteristicFunctionInterface

Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Class Summary

BlackScholesModel

Implements the characteristic function of a Black Scholes model.

Package net.finmath.fouriermethod.models Description

Provides characteristic functions of stochastic processes (models).