|
|||||||||
| PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES | ||||||||
| Class Summary | |
|---|---|
| BS | |
| FiniteDifferenceSolver | This class implements several numerical methods to compute the one dimensional solution to the Black-Scholes european call option. |
|
|||||||||
| PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES | ||||||||