Abstract
The STRIKE Computational Finance Toolbox (CFT) is one of the output results of the “ITN STRIKE—Novel Methods in Computational Finance” and is concerned with combining the research output of the network. For this purpose the implemented models (MATLAB and PYTHON) of the PhD students and postdocs are collected and user interfaces are developed for a convenient use of those programs. Two different interfaces have been implemented. The first interface combines those submissions, which are dealing with one-dimensional spatial models, e.g. a problem settings with one stock price. With the second user interface two-dimensional programs can be used, which consist of problem settings with two spatial variables, e.g. one stock price and it’s volatility, or two stock prices.
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Acknowledgements
The authors were partially supported by the European Union in the FP7-PEOPLE-2012-ITN Program under Grant Agreement Number 304617 (FP7 Marie Curie Action, Project Multi-ITN STRIKE—Novel Methods in Computational Finance)
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Heuer, C., Pólvora, P., Silva, J., Ehrhardt, M., Günther, M., ter Maten, E.J.W. (2017). The STRIKE Computational Finance Toolbox. In: Ehrhardt, M., Günther, M., ter Maten, E. (eds) Novel Methods in Computational Finance. Mathematics in Industry(), vol 25. Springer, Cham. https://doi.org/10.1007/978-3-319-61282-9_30
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DOI: https://doi.org/10.1007/978-3-319-61282-9_30
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