Uses of Class
org.drip.oms.indifference.ClaimsUtilityExpectationInferenceRun
Package | Description |
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org.drip.oms.indifference |
Reservation Price Good-deal Bounds
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Uses of ClaimsUtilityExpectationInferenceRun in org.drip.oms.indifference
Methods in org.drip.oms.indifference that return ClaimsUtilityExpectationInferenceRun Modifier and Type Method Description ClaimsUtilityExpectationInferenceRun
UtilityFunctionExpectation. inferPositionAdjustment(R1Univariate underlierPriceDistribution, double targetUtilityExpectationValue)
Run the Position Adjustment Inference for the Claims given the Target Utility Expectation ValueClaimsUtilityExpectationInferenceRun
UtilityFunctionExpectation. inferPositionAdjustment(R1Distribution underlierPriceDistribution, double[] underlierPriceArray, double targetUtilityExpectationValue)
Run the Position Value Inference for the Claims given the Target Utility Expectation Value