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