FinancialFoqm

harsha_kulkarni · August 29, 2020, 09:04

Dear foamers,
What is financialFoam about??

Tobermory · August 30, 2020, 15:31

Well, the solver readme says "Solves the Black-Scholes equation to price commodities", and it's pretty easy to look up "Black-Scholes equation" on Wikipedia. What else do you need to know?

harsha_kulkarni · August 30, 2020, 19:03

Quote:

Originally Posted by Tobermory

Well, the solver readme says "Solves the Black-Scholes equation to price commodities", and it's pretty easy to look up "Black-Scholes equation" on Wikipedia. What else do you need to know?

So instead of solving navier stokes equations it is solving black scholes equations.
And procedure is same like 1) blockmesh 2) solving 3) post processing.

August 29, 2020, 09:04	FinancialFoqm	#1
harsha_kulkarni Senior Member harshawardhank Join Date: Mar 2014 Posts: 209 Rep Power: 14	Dear foamers, What is financialFoam about??

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August 30, 2020, 15:31		#2
Tobermory Senior Member Join Date: Apr 2020 Location: UK Posts: 859 Rep Power: 19	Well, the solver readme says "Solves the Black-Scholes equation to price commodities", and it's pretty easy to look up "Black-Scholes equation" on Wikipedia. What else do you need to know?