Solves the generalized Feynman-Kac PDE.
The FeynmanKac..::.IPdeCoefficients type exposes the following members.
Methods
Name | Description | |
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Kappa |
Returns the value of the coefficient at the given point.
| |
Mu |
Returns the value of the coefficient at the given point.
| |
Sigma |
Returns the value of the coefficient at the given point.
| |
SigmaPrime |
Returns the value of
at the given point.
|