├── .gitattributes ├── .gitignore ├── CITATION.cff ├── CMakeLists.txt ├── COPYRIGHT.pdf ├── Doxyfile ├── Doxygen.bib ├── Eigen.LICENSE ├── FindEigen3.cmake ├── FindJsonCpp.cmake ├── LICENSE ├── QuantPDE ├── Core ├── Modules │ ├── HJBQVI │ ├── Lambdas │ ├── Operators │ └── Utilities └── src │ ├── Bindings │ ├── AssertUnbound.hpp │ └── Eigen.hpp │ ├── Core │ ├── Axis.hpp │ ├── BDF.hpp │ ├── CrankNicolson.hpp │ ├── DateTime.hpp │ ├── Domain.hpp │ ├── EarlyInclude.hpp │ ├── Event.hpp │ ├── Function.hpp │ ├── Impulse.hpp │ ├── Integral.hpp │ ├── Interpolant.hpp │ ├── IterativeMethod.hpp │ ├── LinearSystemSum.hpp │ ├── Map.hpp │ ├── Metafunctions.hpp │ ├── PenaltyMethod.hpp │ ├── PolicyIteration.hpp │ ├── ProbabilityDistribution.hpp │ ├── Rannacher.hpp │ ├── Stepper.hpp │ └── Wrapper.hpp │ └── Modules │ ├── HJBQVI │ └── HJBQVI.hpp │ ├── Lambdas │ ├── Densities.hpp │ └── Payoffs.hpp │ ├── Operators │ └── BlackScholes.hpp │ └── Utilities │ ├── Configuration.hpp │ └── Results.hpp ├── README.md 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