16 commits

Author	SHA1	Message	Date
Richard Hartmann	d483d110d4	doc work in progress	2018-03-26 15:16:01 +02:00
Richard Hartmann	f2a2a12591	added TanhSinh FFT method, work in progress	2018-03-21 13:09:49 +01:00
Richard Hartmann	56bcee01d7	SP TanhSinh works	2018-03-21 13:09:49 +01:00
Richard Hartmann	b590c1ea94	new parameter estamiation for fft method seems to work	2017-01-31 00:03:36 +01:00
Richard Hartmann	44516e9e3e	use fast cubic spline	2016-12-02 23:50:26 +01:00
Richard Hartmann	b3b7b1064d	all tests pass	2016-11-15 14:36:33 +01:00
Richard Hartmann	d58c0fde1a	intermed save	2016-11-14 14:02:18 +01:00
Richard Hartmann	0d37237387	make tests pass -> doc in fft method	2016-11-11 16:14:57 +01:00
Richard Hartmann	3e2307b016	still working on some error estimation for the fft variant	2016-11-01 17:10:58 +01:00
Richard Hartmann	2e690392a0	getting it, auto opt for the integration intervall yields good fft results	2016-10-29 01:02:55 +02:00
Richard Hartmann	24c493b534	fixes to pass tests	2016-10-28 16:09:16 +02:00
Richard Hartmann	eb80c2c26b	fixes to pass tests	2016-10-28 15:54:48 +02:00
Richard Hartmann	4eebde0c21	lots of simplification, reduced to three implementation of an abstract StocProc class, all the development files will only remain in dev branch	2016-10-28 14:42:41 +02:00
Richard Hartmann	263a69cfc7	merged selected stuff from homework	2016-10-28 10:12:32 +02:00
Richard Hartmann	2b97dc8128	work in progress	2016-10-24 17:22:28 +02:00
Richard Hartmann	9bc37db946	implement fft method with error estimation	2016-10-20 17:41:18 +02:00