I'm looking into whether there is ANY information out there regarding the implementation of the Lattice Boltzmann method for pricing options (or other financial tasks). I am very new to the world of finance and it struck me that this might have a useful application (apart from fluid modelling).
Currently, I am a full-time MS student studying computational fluid dynamics while working part-time as a derivative structuring intern, and I figured it might be a nice future research topic.
Any info would be much appreciated.