Feature/2026 05 fix fdm javadoc#110
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Thanks for adding the new FDM features in the index file. I am not sure if it is necessary to mention it, but the Black Scholes FDM model accepts also general local volatility functions with three implementations (constant, piecewise constant and Dupire bootstraped both from option prices or implied volatilities) OK, it is too long, just leave it as it is thank you :-)
AlessandroGnoatto
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May 18, 2026
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Fixing the module-info as you did too :-). I also made a small fix in the VarianceGammaJumpComponent because he was complaining about the > and < (malformed HTML). - We could use LaTeX.