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finMath lib documentation

Package net.finmath.finitedifference

Algorithms using finite differences methods.

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Package net.finmath.finitedifference Description

Algorithms using finite differences methods. PDE solvers. Representation of models and products for finite difference methods.
Author:
Christian Fries, Jörg Kienitz, Ralph Rudd
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.