Uses of Class
org.drip.oms.indifference.UtilityExpectationOptimizationRun

Packages that use UtilityExpectationOptimizationRun

Package	Description
org.drip.oms.indifference	Reservation Price Good-deal Bounds

Uses of UtilityExpectationOptimizationRun in org.drip.oms.indifference

Subclasses of UtilityExpectationOptimizationRun in org.drip.oms.indifference

Modifier and Type	Class	Description
class	ClaimsUtilityExpectationInferenceRun	ClaimsUtilityExpectationInferenceRun holds the Results of the Optimal Utility Expectation Inference Run on the Claims-Based Agent Utility Function.

Methods in org.drip.oms.indifference that return UtilityExpectationOptimizationRun

Modifier and Type	Method	Description
UtilityExpectationOptimizationRun	UtilityFunctionExpectation.optimizationRun(R1Univariate underlierPriceDistribution, double positionValueAdjustment)	Generate the Utility Expectation Optimization Run given the Underlier Price Distribution
UtilityExpectationOptimizationRun	UtilityFunctionExpectation.optimizationRun(R1Distribution underlierPriceDistribution, double[] underlierPriceArray, double positionValueAdjustment)	Generate the Utility Expectation Optimization Run given the Underlier Price Array and Discrete Distribution