Fairmat repository1.9
Version1.2.5
Version date03.05.2013
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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: 1096