Module net.finmath.lib
Package net.finmath.montecarlo.templatemethoddesign
Legacy classes related to Monte-Carlo simulation - used for teaching only.
- Author:
- Christian Fries
-
Class Summary Class Description LogNormalProcess This class is an abstract base class to implement an Euler scheme of a multi-dimensional multi-factor log-normal Ito process. -
Enum Summary Enum Description LogNormalProcess.Scheme