FD 5
TYPE
Finite Differences
Model[Stoch Process]
Model[Probability Measure]
Model[Function]
Model[Math]
Model[Data]
Model
Type
Number of factors
1
Time Grid Size
20
Underlying 1 Grid Size
20
Use Damping Steps
true
false
Use FD Scheme
true
false
FD Scheme
Craig Sneyd
Douglas
Explicit Euler
Hundsdorfer
Implicit Euler
Modified Craig Sneyd
Modified Hundsdorfer
Use Time Dependent
true
false
Use Local Vol
true
false
Not On Grid
0.0002
In parent: Model[Data]
ID
Modelled Data
