Package net.finmath.montecarlo.conditionalexpectation

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

See: Description

Interface Summary

Interface	Description
MonteCarloConditionalExpectation	The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.

Class Summary

Class	Description
MonteCarloConditionalExpectationRegression	A service that allows to estimate conditional expectation via regression.

Package net.finmath.montecarlo.conditionalexpectation Description

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