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finMath lib documentation

Package net.finmath.finitedifference.experimental

Algorithms using finite differences methods.

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Package net.finmath.finitedifference.experimental Description

Algorithms using finite differences methods. PDE solvers. Representation of models and products for finite difference methods. The package contains experimental code. Usage, API, interfaces are likely to change in future version.
Author:
Christian Fries, Jörg Kienitz, Dr Ralph Rudd
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.