Uses of Package
net.finmath.randomnumbers

Packages that use net.finmath.randomnumbers
Package
Description
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.
Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.