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finMath lib documentation

Package net.finmath.montecarlo.model

Provides an interface an a base class for process models, i.e., models providing the parameters for stochastic processes.

See: Description

Package net.finmath.montecarlo.model Description

Provides an interface an a base class for process models, i.e., models providing the parameters for stochastic processes. The concept here is that we separate the numerical discretization scheme of an SDE from the parameterization of the SDE.
Author:
Christian Fries
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.