Package net.finmath.rootfinder
package net.finmath.rootfinder
Interfaces and classes provided variantes of one dimensional root finder to solve
f(x) = 0, like Bisection Search, Newtons Method.
An application of the solver is the calculation of the implied volatiltiy.
- Author:
- Christian Fries
-
ClassDescriptionThis class implements a Bisection search algorithm, implemented as a question-and-answer search algorithm.This class implements a root finder as question-and-answer algorithm using Newton's method.This class implements Ridders root finder as a question-and-answer algorithm.This is the interface for a one dimensional root finder implemented as an question-and-answer algorithm.This is the interface for a one dimensional root finder implemented as an question-and-answer algorithm.This class implements a root finder as question-and-answer algorithm using the secant method.Implementation of Newtons method for maps on random variables.Interface for root finders for stochastic maps \( y = f(x) \) where \( x,y \) are random variables, the map is pathwise and the pathwise derivative is known.