Package | Description |
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com.imsl.math |
Mathematical functions and algorithms.
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Modifier and Type | Method and Description |
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void |
FeynmanKac.computeCoefficients(int numLeftBounds,
int numRightBounds,
FeynmanKac.Boundaries pdeBounds,
double[] xGrid,
double[] tGrid)
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
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