Package | Description |
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org.drip.execution.bayesian | |
org.drip.execution.cost |
Class and Description |
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ConditionalPriceDistribution
ConditionalPriceDistribution holds the Price Distribution Conditional on a given Drift.
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PriorDriftDistribution
PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift.
|
Class and Description |
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PriorConditionalCombiner
PriorConditionalCombiner holds the Distributions associated with the Prior Drift and the Conditional Price
Distributions.
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