Uses of Class
net.finmath.montecarlo.GammaProcess
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Packages that use GammaProcess Package Description 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()
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