org.drip.sample.assetallocation

Class DualConstrainedVariateConvergence

java.lang.Object

org.drip.sample.assetallocation.DualConstrainedVariateConvergence

public class DualConstrainedVariateConvergence
extends java.lang.Object

DualConstrainedVariateConvergence demonstrates the Sequential Convergence of the Constrained Optimal R^d Space.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DualConstrainedVariateConvergence()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DualConstrainedVariateConvergence

public DualConstrainedVariateConvergence()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception