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.

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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"""
8
9from .simulation import Simulation