Uses of Class
org.drip.execution.nonadaptive.ContinuousCoordinatedVariationStochastic
Package | Description |
---|---|
org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
-
Uses of ContinuousCoordinatedVariationStochastic in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return ContinuousCoordinatedVariationStochastic Modifier and Type Method Description static ContinuousCoordinatedVariationStochastic
ContinuousCoordinatedVariationStochastic. Standard(double dblStartHoldings, double dblFinishTime, ArithmeticPriceEvolutionParameters apep, double dblRiskAversion)
Create the Standard ContinuousCoordinatedVariationStochastic Instance