finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
488 stars 168 forks source link

European & American equity options under local vol and dividends #81

Closed cfries closed 4 years ago

cfries commented 4 years ago

What is this PR for?

European & American equity options under local vol and dividends

What type of PR is it?

Improvement

Todos

What is the related issue?

N/A

How should this be tested?

UnitTests

Screenshots

Questions:

Does the licenses files need update?

NO

Are there breaking changes for older versions?

NO

Does the change require additional documentation?

Check

cfries commented 4 years ago

Fixed style. See https://github.com/finmath/finmath-lib/pull/82