All Classes
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Class Summary Class Description BrownianMotionCudaWithHostRandomVariable Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...BrownianMotionCudaWithRandomVariableCuda Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...BrownianMotionJavaRandom Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...JCudaUtils Adapted from JCuda examples: Reads a CUDA file, compiles it to a PTX file using NVCC, loads the PTX file as a module and executes the kernel function.RandomVariableCuda The class RandomVariableCuda represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.RandomVariableCuda.DevicePointerReference An object referencing a cuda device pointer.RandomVariableCudaFactory RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).RandomVariableCudaWithFinalizer The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.RandomVariableFloatFactory RandomVariableFromFloatArray The class RandomVariableFromFloatArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.