Module net.finmath.lib
Package net.finmath.finitedifference.models
package net.finmath.finitedifference.models
Models provided for finite difference solvers.
- Author:
- Christian Fries
-
ClassDescriptionBlack Scholes model using finite difference method.CEV model using finite difference method.Interface for boundaries conditions provided to one dimensional finite difference solvers.Interface one dimensional finite difference models.