vgfd. Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)

Problem

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Audience

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Market

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Pricing

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.