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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.
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Copyright © 2016 Christian P. Fries.

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