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Fourier Space Time-stepping Framework - Download




About Fourier Space Time-stepping Framework

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...

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.



Previous Versions

Here you can find the changelog of Fourier Space Time-stepping Framework since it was posted on our website on 2015-04-25 03:00:00. The latest version is and it was updated on 2024-04-22 16:08:58. See below the changes in each version.

Fourier Space Time-stepping Framework version
Updated At: 2010-03-03
Fourier Space Time-stepping Framework version files
Updated At: 2010-03-03
Changes: Several fixes and updates


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Downloads: 114
Updated At: 2024-04-22 16:08:58
Publisher: vsurkov
Operating System: Mac,windows,linux
License Type: Free