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finMath lib documentation

Package net.finmath.montecarlo.process

Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.

See: Description

Package net.finmath.montecarlo.process Description

Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme. The Euler scheme implementation is more generic and can be configured for log-Euler scheme or predictor corrector scheme. The parameters have to be provided by a process model.
Author:
Christian Fries
See Also:
net.finmath.montecarlo.model
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.