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file | eop_beta.m [code] |
| [model, beta_build] = eop_beta(model)
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file | eop_C_L_I.m [code] |
| model = eop_C_L_I(model)
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file | eop_example_script.m [code] |
| eop_example_script(step)
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file | eop_fd_functionals.m [code] |
| [v, l] = eop_fd_functionals(model, model_data)
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file | eop_fd_norm.m [code] |
| norm = eop_fd_norm(fd_function1, fd_function2, grid, ~)
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file | eop_fd_operators.m [code] |
| [L_I, L_E, b, L_I_adj, L_E_adj] = eop_fd_operators(model, model_data)
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file | eop_gridconvergence.m [code] |
| [error, h_sequence, EOC] = eop_gridconvergence(model, model_data, params)
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file | eop_init_values.m [code] |
| Ut = eop_init_values(model,model_data)
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file | eop_master_gui.m [code] |
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file | eop_space_time_norm.m [code] |
| norm = eop_space_time_norm(fd_function1, fd_function2, grid, ~)
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file | eop_theta_functional.m [code] |
| sim_data.y = eop_theta_functional(sim_data.U, v)
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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
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file | european_option_pricing_model.m [code] |
| model = european_option_pricing_model(params)
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