Class FDMMultiAssetBlackScholesADI2D

java.lang.Object
net.finmath.finitedifference.solvers.adi.AbstractADI2D
net.finmath.finitedifference.solvers.adi.FDMMultiAssetBlackScholesADI2D
All Implemented Interfaces:
FDMSolver

public class FDMMultiAssetBlackScholesADI2D extends AbstractADI2D
ADI finite-difference solver for the two-dimensional multi-asset Black-Scholes PDE.

This class specializes AbstractADI2D to the FDMMultiAssetBlackScholesModel in the case of two risky assets. Let S1 and S2 denote the two asset prices. Under the risk-neutral measure, the model dynamics are

dS_i(t) = (r(t) - q_i(t)) S_i(t) dt + sigma_i S_i(t) dW_i(t),

for i = 1,2, with instantaneous correlation

d<W_1, W_2>_t = rho dt.

In time-to-maturity coordinates tau = T - t, the pricing PDE for the option value u = u(tau, S1, S2) can be written as

u_tau = A_0 u + A_1 u + A_2 u,

where A0 contains the mixed derivative term together with discounting, while A1 and A2 contain the first- and second-asset drift and diffusion terms, respectively. The ADI splitting and line solves are inherited from AbstractADI2D.

This class is intentionally thin: all generic two-dimensional ADI logic, boundary handling, internal constraints, and exercise treatment are provided by the abstract base class.

Author:
Alessandro Gnoatto
  • Constructor Details

    • FDMMultiAssetBlackScholesADI2D

      public FDMMultiAssetBlackScholesADI2D(FDMMultiAssetBlackScholesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)
      Creates the ADI solver for the two-dimensional multi-asset Black-Scholes PDE.
      Parameters:
      model - The multi-asset Black-Scholes finite-difference model.
      product - The product to be valued.
      spaceTimeDiscretization - The space-time discretization.
      exercise - The exercise specification.