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Plug-ins
Binomial Lattice Solver
Install
Fairmat repository
1.2
1.1
1.0
Version
1.2.0
Version date
26/01/2012
Requirements
Documentation
view
Source
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
: 882
Free Download
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