Module net.finmath.lib
Package net.finmath.finitedifference.models
Models provided for finite difference solvers.
- Author:
- Christian Fries
-
Interface Summary Interface Description FiniteDifference1DBoundary Interface for boundaries conditions provided to one dimensional finite difference solvers.FiniteDifference1DModel Interface one dimensional finite difference models. -
Class Summary Class Description FDMBlackScholesModel Black Scholes model using finite difference method.FDMConstantElasticityOfVarianceModel CEV model using finite difference method.