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