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Project description
General solvers for the general Black-Scholes (Fokker Planck) partial differential equation (PDE) in a multi-dimensional setting with main application in finance (PDE-based option pricing). Project Information
This project has not yet categorized itself in the Trove Software Map Registered: 2012-11-02 22:52 Activity Ranking: 0 View project Statistics View list of RSS feeds available for this project. ![]() Public Tools
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