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finMath lib documentation

Package net.finmath.montecarlo.conditionalexpectation

Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations, also known as "American Monte-Carlo".

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Package net.finmath.montecarlo.conditionalexpectation Description

Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations, also known as "American Monte-Carlo".
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Copyright © 2017 Christian P. Fries.

Copyright © 2017. All rights reserved.