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Plugins
Lattice
Version
1.0
Version date
2009-11-20
Requirements
Fairmat Academic 1.0
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Author
: Fermat Consulting
Description
: 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
: 133
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