Uses of Class
net.finmath.montecarlo.assetderivativevaluation.MonteCarloMultiAssetBlackScholesModel
| Package | Description |
|---|---|
| net.finmath.montecarlo.assetderivativevaluation |
Monte-Carlo models for asset value processes, like the Black Scholes model.
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Uses of MonteCarloMultiAssetBlackScholesModel in net.finmath.montecarlo.assetderivativevaluation
Methods in net.finmath.montecarlo.assetderivativevaluation that return MonteCarloMultiAssetBlackScholesModel Modifier and Type Method Description MonteCarloMultiAssetBlackScholesModelMonteCarloMultiAssetBlackScholesModel. getCloneWithModifiedData(Map<String,Object> dataModified)