| Package | Description |
|---|---|
| net.finmath.montecarlo.conditionalexpectation |
Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations,
also known as "American Monte-Carlo".
|
| Modifier and Type | Class and Description |
|---|---|
class |
MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGiven
Wrapper to an array of RandomVariable[] implementing RegressionBasisFunctions
|
| Modifier and Type | Method and Description |
|---|---|
MonteCarloConditionalExpectationRegression.RegressionBasisFunctions |
MonteCarloConditionalExpectationRegression.getBasisFunctionsEstimator() |
MonteCarloConditionalExpectationRegression.RegressionBasisFunctions |
MonteCarloConditionalExpectationRegression.getBasisFunctionsPredictor() |
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