Files in shill1729/FeynmanKacSolver

Feynman-Kac PDE solver for Ito diffusions and processes

LICENSE.md OptionPricingUnderJumpDiffusion.pdf R/displaced_kou.R R/drift_coefficients.R R/euler_maruyama.R R/euler_maruyama2.R R/fd_central.R R/feynman_kac.R R/grid_functions.R R/initial_conditions.R R/kou.R R/mean_jump_size.R R/merton.R R/pde_setup.R R/pde_solve.R R/pide_setup.R R/pide_solve.R R/risk_neutral_rates.R R/sample_path.R R/sample_path2.R R/sample_path_bm.R R/sample_path_cir.R R/sample_path_gbm.R R/sample_path_ito.R R/sample_path_lvm.R R/sample_path_pbm.R R/sample_path_sbm.R R/sample_path_vasicek.R R/thomas_algorithm.R R/volatility_coefficients.R README.md man/ddkou.Rd man/dkou.Rd man/dmerton.Rd man/dmerton1.Rd man/drift_constant.Rd man/drift_gbm.Rd man/drift_kelly.Rd man/drift_lvm.Rd man/drift_vasicek.Rd man/euler_maruyama.Rd man/euler_maruyama2.Rd man/fd_central.Rd man/feynman_kac.Rd man/grid_function.Rd man/mean_jump_size.Rd man/merton_mle.Rd man/payoff_call.Rd man/payoff_call_debit.Rd man/payoff_cdf.Rd man/payoff_indicator.Rd man/payoff_iron_condor.Rd man/payoff_put.Rd man/payoff_put_debit.Rd man/payoff_straddle.Rd man/payoff_strangle.Rd man/pde_setup.Rd man/pde_solve.Rd man/pdkou.Rd man/pide_setup.Rd man/pide_solve.Rd man/pkou.Rd man/rate_constant.Rd man/rate_decrease.Rd man/rate_increase.Rd man/rdkou.Rd man/rkou.Rd man/sample_path.Rd man/sample_path2.Rd man/sample_path_bm.Rd man/sample_path_cir.Rd man/sample_path_gbm.Rd man/sample_path_ito.Rd man/sample_path_lvm.Rd man/sample_path_pbm.Rd man/sample_path_sbm.Rd man/sample_path_vasicek.Rd man/thomas_algorithm.Rd man/volat_cir.Rd man/volat_constant.Rd man/volat_gbm.Rd man/volat_kelly.Rd man/volat_lvm.Rd