API for fitob
General solvers for the general Black-Scholes (Fokker Planck) partial differential equation (PDE) in a multi-dimensional setting with main application in finance (option pricing).

Global functions
fitobMeshPlot Source code
fitobPrice Source code
fitobPriceMC Source code
fitobPriceMesh Source code
fitob documentation built on May 31, 2017, 3:10 a.m.