Module net.finmath.lib

Package net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

package net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Legacy classes related to Monte-Carlo simulation - used for teaching only.

Author:

Christian Fries

Class Summary

Class	Description
MonteCarloBlackScholesModel2	Monte Carlo simulation of a simple Black-Scholes model for a stock generated discrete process