Skip navigation links
finMath lib documentation

Package net.finmath.fouriermethod.products

Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).

See: Description

Package net.finmath.fouriermethod.products Description

Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Skip navigation links
Copyright © 2016 Christian P. Fries.

Copyright © 2017. All rights reserved.