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finMath lib documentation | |||||||||
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Description
| Class Summary | |
|---|---|
| AnalyticFormulas | This class implements some functions as static class methods. |
| GammaDistribution | |
| LinearAlgebra | This class implements some methods from linear algebra (e.g. solution of a linear equation, PCA). |
| NormalDistribution | |
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
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Copyright © 2014 Christian P. Fries. | |||||||||
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