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finMath lib documentation

Package net.finmath.fouriermethod.products.smile

Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.

See: Description

Package net.finmath.fouriermethod.products.smile Description

Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
Author:
Alessandro Gnoatto, Christian Fries
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Copyright © 2018 Christian P. Fries.

Copyright © 2019. All rights reserved.