Uses of Interface
org.drip.dynamics.kolmogorov.RiskenOmegaEstimator
| Package | Description |
|---|---|
| org.drip.dynamics.kolmogorov |
Fokker Planck Kolmogorov Forward/Backward
|
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Uses of RiskenOmegaEstimator in org.drip.dynamics.kolmogorov
Methods in org.drip.dynamics.kolmogorov that return RiskenOmegaEstimator Modifier and Type Method Description RiskenOmegaEstimatorRdFokkerPlanck. riskenOmegaEstimator()Retrieve the Risken Omega EstimatorConstructors in org.drip.dynamics.kolmogorov with parameters of type RiskenOmegaEstimator Constructor Description RdFokkerPlanck(RdToR1Drift[] driftFunctionArray, DiffusionTensor diffusionTensor, RiskenOmegaEstimator riskenOmegaEstimator)RdFokkerPlanck Constructor