shill1729/FeynmanKacSolver
Feynman-Kac PDE solver for Ito diffusions and processes

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Search the shill1729/FeynmanKacSolver package
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Functions
104
Source code
28
Man pages
52
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shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
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API

API for shill1729/FeynmanKacSolver
Feynman-Kac PDE solver for Ito diffusions and processes

Global functions
ddkou Man page Source code
dkou Man page Source code
dmerton Man page Source code
dmerton1 Man page Source code
drift_constant Man page Source code
drift_gbm Man page Source code
drift_kelly Man page Source code
drift_lvm Man page Source code
drift_vasicek Man page Source code
euler_maruyama Man page Source code
euler_maruyama2 Man page Source code
fd_central Man page Source code
feynman_kac Man page Source code
grid_function Man page Source code
mean_jump_size Man page Source code
merton_mle Man page Source code
payoff_call Man page Source code
payoff_call_debit Man page Source code
payoff_cdf Man page Source code
payoff_indicator Man page Source code
payoff_iron_condor Man page Source code
payoff_put Man page Source code
payoff_put_debit Man page Source code
payoff_straddle Man page Source code
payoff_strangle Man page Source code
pde_setup Man page Source code
pde_solve Man page Source code
pdkou Man page Source code
pide_setup Man page Source code
pide_solve Man page Source code
pkou Man page Source code
rate_constant Man page Source code
rate_decrease Man page Source code
rate_increase Man page Source code
rdkou Man page Source code
rkou Man page Source code
sample_path Man page Source code
sample_path2 Man page Source code
sample_path_bm Man page Source code
sample_path_cir Man page Source code
sample_path_gbm Man page Source code
sample_path_ito Man page Source code
sample_path_lvm Man page Source code
sample_path_pbm Man page Source code
sample_path_sbm Man page Source code
sample_path_vasicek Man page Source code
thomas_algorithm Man page Source code
volat_cir Man page Source code
volat_constant Man page Source code
volat_gbm Man page Source code
volat_kelly Man page Source code
volat_lvm Man page Source code
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.

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