Fourier Space Time-stepping framework is a numerical approach for pricing of financial derivatives based on the fast Fourier transform. Price European, American and other options under various models in equity, commodity and interest rate markets.
Follow Fourier Space Time-stepping Framework
Other Useful Business Software
Auth for GenAI | Auth0
Easily implement secure login experiences for AI Agents - from interactive chatbots to background workers with Auth0. Auth for GenAI is now available in Developer Preview
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of Fourier Space Time-stepping Framework!