Uses of Class
org.drip.oms.indifference.ClaimsUtilityExpectationInferenceRun
| Package | Description |
|---|---|
| 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 ClaimsUtilityExpectationInferenceRunUtilityFunctionExpectation. inferPositionAdjustment(R1Univariate underlierPriceDistribution, double targetUtilityExpectationValue)Run the Position Adjustment Inference for the Claims given the Target Utility Expectation ValueClaimsUtilityExpectationInferenceRunUtilityFunctionExpectation. inferPositionAdjustment(R1Distribution underlierPriceDistribution, double[] underlierPriceArray, double targetUtilityExpectationValue)Run the Position Value Inference for the Claims given the Target Utility Expectation Value