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literateprograms
2013 Nov 30
1
Solve PDE with initial and boundary conditions in R
Hi,I am trying to port the Matlab code in the link below to R: http://en.literateprograms.org/Asian_Option_Pricing_(MATLAB)This code solves a PDE with initial and boundary conditions.Could anyone point me in the right direction in terms of what packages I should use ?Best Regards,Tom
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