Module net.finmath.cuda
Package net.finmath.cuda.montecarlo.alternative
Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory.
These implementations are used for illustration. Do not use in critical applications.
- Author:
- Christian Fries
-
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,...RandomVariableCudaWithFinalizer The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.