pide_solve: PIDE solver
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Value
Description
PIDE solver
Usage
1
pide_solve(pide.setup, variational = FALSE, output = "price")
Arguments
pide.setup
output object from pide_setup
variational
boolean for optional stopping time
output
output choice
Value
vector, data.frame or matrix
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Value
Description
PIDE solver
Usage
1 | pide_solve(pide.setup, variational = FALSE, output = "price")
|
Arguments
pide.setup |
output object from pide_setup |
variational |
boolean for optional stopping time |
output |
output choice |
Value
vector, data.frame or matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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