Uses of Class
net.finmath.montecarlo.assetderivativevaluation.MonteCarloBlackScholesModel
Packages that use MonteCarloBlackScholesModel
Package
Description
Monte-Carlo models for asset value processes, like the Black Scholes model.
-
Uses of MonteCarloBlackScholesModel in net.finmath.montecarlo.assetderivativevaluation
Methods in net.finmath.montecarlo.assetderivativevaluation that return MonteCarloBlackScholesModelModifier and TypeMethodDescriptionMonteCarloBlackScholesModel.getCloneWithModifiedData(Map<String,Object> dataModified)