Uses of Class
net.finmath.montecarlo.assetderivativevaluation.models.BlackScholesModel
Packages that use BlackScholesModel
Package
Description
Monte-Carlo models for asset value processes, like the Black Scholes model.
Equity models implementing
ProcessModel
e.g. by extending AbstractProcessModel.-
Uses of BlackScholesModel in net.finmath.montecarlo.assetderivativevaluation
Methods in net.finmath.montecarlo.assetderivativevaluation that return BlackScholesModelModifier and TypeMethodDescriptionMonteCarloBlackScholesModel.getModel()Returns theBlackScholesModelused for this Monte-Carlo simulation. -
Uses of BlackScholesModel in net.finmath.montecarlo.assetderivativevaluation.models
Methods in net.finmath.montecarlo.assetderivativevaluation.models that return BlackScholesModelModifier and TypeMethodDescriptionBlackScholesModel.getCloneWithModifiedData(Map<String, Object> dataModified)