Uses of Class
org.drip.measure.process.OrnsteinUhlenbeckPair

Packages that use OrnsteinUhlenbeckPair

Package	Description
org.drip.execution.hjb	Optimal Hamilton-Jacobi-Bellman Execution
org.drip.execution.latent	Correlated Latent Market State Sequence

Uses of OrnsteinUhlenbeckPair in org.drip.execution.hjb

Constructors in org.drip.execution.hjb with parameters of type OrnsteinUhlenbeckPair

Constructor	Description
NonDimensionalCostEvolverCorrelated(OrnsteinUhlenbeckPair oup2D, double dblAsymptoticEulerUrgencyThreshold, boolean bAsymptoticEnhancedEulerCorrection)	NonDimensionalCostEvolverCorrelated Constructor

Uses of OrnsteinUhlenbeckPair in org.drip.execution.latent

Methods in org.drip.execution.latent with parameters of type OrnsteinUhlenbeckPair

Modifier and Type	Method	Description
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Correlated(OrnsteinUhlenbeckPair oup2D, double dblGenerationInterval, double dblInitialLiquidityMarketState, double dblInitialVolatilityMarketState, int iCount)	Construct a Standard Correlated Instance of OrnsteinUhlenbeckSequence