Uses of Class
net.finmath.montecarlo.templatemethoddesign.LogNormalProcess
Package | Description |
---|---|
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation |
Legacy classes related to Monte-Carlo simulation - used for teaching only.
|
-
Uses of LogNormalProcess in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation
Subclasses of LogNormalProcess in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Modifier and Type Class Description class
MonteCarloBlackScholesModel2
Monte Carlo simulation of a simple Black-Scholes model for a stock generated discrete process