Uses of Class
net.finmath.montecarlo.GammaProcess
Package | Description |
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net.finmath.montecarlo |
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation
of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
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Uses of GammaProcess in net.finmath.montecarlo
Methods in net.finmath.montecarlo that return GammaProcess Modifier and Type Method Description GammaProcess
VarianceGammaProcess. getGammaProcess()