Uses of Class
org.drip.xva.pde.BurgardKjaerEdge

Packages that use BurgardKjaerEdge
Package Description
org.drip.xva.pde
Burgard Kjaer PDE Evolution Scheme

  • Uses of BurgardKjaerEdge in org.drip.xva.pde

    Subclasses of BurgardKjaerEdge in org.drip.xva.pde
    Modifier and Type Class Description
    class  BurgardKjaerEdgeAttribution
    BurgardKjaerEdgeAttribution collects the Attribution Components of the Burgard Kjaer PDE based on the Risk-Neutral Ito Evolution of the Derivative, as laid out in Burgard and Kjaer (2014).
    class  BurgardKjaerEdgeRun
    BurgardKjaerEdgeRun collects the Results of the Burgard Kjaer PDE based on the Risk-Neutral Ito Evolution of the Derivative, as laid out in Burgard and Kjaer (2014).