| Package | Description |
|---|---|
| net.finmath.montecarlo.templatemethoddesign |
Legacy classes related to Monte-Carlo simulation - used for teaching only.
|
| net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation |
Legacy classes related to Monte-Carlo simulation - used for teaching only.
|
| Class and Description |
|---|
| LogNormalProcess.Scheme |
| Class and Description |
|---|
| LogNormalProcess
This class is an abstract base class to implement an Euler scheme of a multi-dimensional multi-factor log-normal Ito process.
|
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