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integrate the pricing differential equation", "concept": [ "Implicit Grid Solver" ], "topics": [ "integrate_pde" ] }, { "page": "is.blank", "title": "Return 'TRUE' if the argument is empty, 'NULL' or 'NA'", "topics": [ "is.blank" ] }, { "page": "iterate_grid_from_timestep", "title": "Iterate over a set of timesteps to integrate the pricing differential equation", "concept": [ "Implicit Grid Solver" ], "topics": [ "iterate_grid_from_timestep" ] }, { "page": "pde_matrix_solve", "title": "Solve the implicit-timestep linear system", "concept": [ "Implicit Grid Solver" ], "topics": [ "pde_matrix_solve" ] }, { "page": "penalty_with_intensity_link", "title": "Helper function (volatility-normalized pricing error) for calibration of equity-linked default intensity", "topics": [ "penalty_with_intensity_link" ] }, { "page": "price_with_intensity_link", "title": "Helper function (instrument pricing) for calibration of equity-linked default intensity", "topics": [ "price_with_intensity_link" ] }, { 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