- java.lang.Object
-
- net.finmath.finitedifference.experimental.BlackScholesTheta
-
public class BlackScholesTheta extends Object
Implementation of the theta schemes for the Black-Scholes model (still experimental).- Version:
- 1.0
- Author:
- Ralph Rudd, Christian Fries, Jörg Kienitz
-
-
Constructor Summary
Constructors Constructor Description BlackScholesTheta()
-