Uses of Class
net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression
| Package | Description |
|---|---|
| net.finmath.montecarlo.conditionalexpectation |
Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations,
also known as "American Monte-Carlo".
|
-
Uses of MonteCarloConditionalExpectationRegression in net.finmath.montecarlo.conditionalexpectation
Subclasses of MonteCarloConditionalExpectationRegression in net.finmath.montecarlo.conditionalexpectation Modifier and Type Class Description classMonteCarloConditionalExpectationRegressionLocalizedOnDependentsA service that allows to estimate conditional expectation via regression.