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