Class 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 Detail

      • BlackScholesTheta

        public BlackScholesTheta()
    • Method Detail

      • solve

        public double[][] solve()