| Package | Description |
|---|---|
| net.finmath.montecarlo.conditionalexpectation |
Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations,
also known as "American Monte-Carlo".
|
| Class and Description |
|---|
| MonteCarloConditionalExpectation
The interface which has to be implemented by a fixed conditional expectation operator,
i.e., E( · | Z ) for a fixed Z.
|
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