Uses of Package
net.finmath.fouriermethod

Packages that use net.finmath.fouriermethod
Package
Description
Provides characteristic functions of stochastic processes (models).
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
Provides classes to build products from descriptors.