Package net.finmath.fouriermethod.models

Provides characteristic functions of stochastic processes (models).

See: Description

Interface Summary

Interface	Description
ProcessCharacteristicFunctionInterface	Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Class Summary

Class	Description
BlackScholesModel	Implements the characteristic function of a Black Scholes model.

Package net.finmath.fouriermethod.models Description

Provides characteristic functions of stochastic processes (models).