Package net.finmath.montecarlo.assetderivativevaluation

Monte-Carlo models for asset value processes, like the Black Scholes model.

See: Description

Interface Summary

Interface	Description
AssetModelMonteCarloSimulationInterface	Basic interface which has to be implemented by Monte Carlo models for asset processes.

Class Summary

Class	Description
MonteCarloBlackScholesModel	This class glues together a BlackScholeModel and a Monte-Carlo implementation of a AbstractProcess and forms a Monte-Carlo implementation of the Black-Scholes Model by implementing AssetModelMonteCarloSimulationInterface.
MonteCarloMultiAssetBlackScholesModel	This class glues together a BlackScholeModel and a Monte-Carlo implementation of a AbstractProcess and forms a Monte-Carlo implementation of the Black-Scholes Model by implementing AssetModelMonteCarloSimulationInterface.

Package net.finmath.montecarlo.assetderivativevaluation Description

Monte-Carlo models for asset value processes, like the Black Scholes model.