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pricerCustom Pricing Algorithms and the Derivative Fokker Planck Trajectory GeneratorsCustom Pricing Algorithms and the Derivative Fokker Planck Trajectory Generators
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FokkerPlanckGenerator holds the base functionality that the performs the PDF evolution oriented Option Pricing.
- Module = Analytics Core Module
- Library = Fixed Income Analytics Library
- Project = Pricer
- Package = Option
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pricerCustom Pricing Algorithms and the Derivative Fokker Planck Trajectory GeneratorsCustom Pricing Algorithms and the Derivative Fokker Planck Trajectory Generators