european_option_pricing Directory Reference

Directory dependency graph for european_option_pricing:

Files
file	eop_beta.m [code]
file	eop_C_L_I.m [code]
	model = eop_C_L_I(model)
file	eop_example_script.m [code]
	eop_example_script(step)
file	eop_fd_functionals.m [code]
file	eop_fd_norm.m [code]
	norm = eop_fd_norm(fd_function1, fd_function2, grid, ~)
file	eop_fd_operators.m [code]
	[L_I, L_E, b, L_I_adj, L_E_adj] = eop_fd_operators(model, model_data)
file	eop_gridconvergence.m [code]
	[error, h_sequence, EOC] = eop_gridconvergence(model, model_data, params)
file	eop_init_values.m [code]
	Ut = eop_init_values(model,model_data)
file	eop_master_gui.m [code]
file	eop_space_time_norm.m [code]
	norm = eop_space_time_norm(fd_function1, fd_function2, grid, ~)
file	eop_theta_functional.m [code]
	sim_data.y = eop_theta_functional(sim_data.U, v)
file	european_option_pricing_demo.m [code]
	simple demo script: loads a primal reduced basis with standard grid settings and 200 basis vectors (the l2-error-estimator was used during basis generation) and produces a GUI for the european-Option_pricing model
file	european_option_pricing_model.m [code]
	model = european_option_pricing_model(params)