Fairmat repository1.9
Version1.2.5
Version date03.05.2013
Requirements
Source
Binomial Lattice Solver
License: Free
Author: Fairmat srl
Binomial trees implementation. It allows Fairmat to solve problem by using various lattice approximation schemes: CRR/BEG, NEK, GLT and AGLT.
Tags: Binomial Trees, Lattice
Downloads: 1232