PyMPDATA_examples.Arabas_and_Farhat_2020

This example implements simulations presented in the Arabas and Farhat 2020 study on pricing of European and American options using MPDATA.

Each notebook in this directory corresponds to a figure or a table in the paper.

fig_1.ipynb:

fig_2.ipynb:

fig_3.ipynb:

tab_1.ipynb:

View Source

 1"""
 2This example implements simulations presented in the
 3  [Arabas and Farhat 2020](https://doi.org/10.1016/j.cam.2019.05.023)
 4  study on pricing of European and American options using MPDATA.
 5
 6Each notebook in this directory corresponds to a figure or a table in the paper.
 7
 8fig_1.ipynb:
 9.. include:: ./fig_1.ipynb.badges.md
10
11fig_2.ipynb:
12.. include:: ./fig_2.ipynb.badges.md
13
14fig_3.ipynb:
15.. include:: ./fig_3.ipynb.badges.md
16
17tab_1.ipynb:
18.. include:: ./tab_1.ipynb.badges.md
19"""
20
21from .simulation import Simulation