Uses of Class
org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D

Packages that use OrnsteinUhlenbeckProcess2D

Package	Description
org.drip.execution.hjb
org.drip.execution.latent

Uses of OrnsteinUhlenbeckProcess2D in org.drip.execution.hjb

Constructors in org.drip.execution.hjb with parameters of type OrnsteinUhlenbeckProcess2D

Constructor and Description
NonDimensionalCostEvolverCorrelated(OrnsteinUhlenbeckProcess2D oup2D, double dblAsymptoticEulerUrgencyThreshold, boolean bAsymptoticEnhancedEulerCorrection) NonDimensionalCostEvolverCorrelated Constructor

Uses of OrnsteinUhlenbeckProcess2D in org.drip.execution.latent

Methods in org.drip.execution.latent with parameters of type OrnsteinUhlenbeckProcess2D

Modifier and Type	Method and Description
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Correlated(OrnsteinUhlenbeckProcess2D oup2D, double dblGenerationInterval, double dblInitialLiquidityMarketState, double dblInitialVolatilityMarketState, int iCount) Construct a Standard Correlated Instance of OrnsteinUhlenbeckSequence