Uses of Class
org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver
| Package | Description |
|---|---|
| org.drip.dynamics.meanreverting |
Mean Reverting Stochastic Process Dynamics
|
-
Uses of R1BrownianStochasticEvolver in org.drip.dynamics.meanreverting
Methods in org.drip.dynamics.meanreverting that return R1BrownianStochasticEvolver Modifier and Type Method Description static R1BrownianStochasticEvolverR1BrownianStochasticEvolver. Wiener(double timeWidth)Construct a Weiner Instance of R1BrownianStochasticEvolver Process