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