DiffusionEvaluatorMeanReversion.new LocalEvaluator() {...} | | 32% | | 0% | 2 | 3 | 3 | 4 | 1 | 2 | 0 | 1 |
DiffusionEvaluatorOrnsteinUhlenbeck | | 83% | | 50% | 7 | 14 | 6 | 22 | 2 | 9 | 0 | 1 |
DiffusionEvaluatorLinear | | 71% | | 50% | 4 | 6 | 6 | 15 | 2 | 4 | 0 | 1 |
DiffusionEvaluatorMeanReversion | | 81% | | 50% | 4 | 8 | 5 | 18 | 1 | 5 | 0 | 1 |
HazardJumpEvaluator | | 80% | | 50% | 5 | 8 | 5 | 15 | 1 | 4 | 0 | 1 |
DiffusionEvaluatorLogarithmic | | 77% | | 50% | 3 | 6 | 5 | 15 | 1 | 4 | 0 | 1 |
HazardJumpEvaluator.new LocalEvaluator() {...} | | 35% | | n/a | 1 | 2 | 1 | 2 | 1 | 2 | 0 | 1 |
SingleJumpEvaluator | | 75% | | 50% | 3 | 5 | 2 | 8 | 1 | 3 | 0 | 1 |
DiffusionEvaluator | | 84% | | 50% | 2 | 5 | 1 | 8 | 0 | 3 | 0 | 1 |
DiffusionEvaluatorOrnsteinUhlenbeck.new LocalEvaluator() {...} | | 77% | | 50% | 1 | 3 | 1 | 4 | 0 | 2 | 0 | 1 |
DiffusionEvaluatorLogarithmic.new LocalEvaluator() {...} | | 75% | | 50% | 1 | 3 | 1 | 4 | 0 | 2 | 0 | 1 |
DiffusionEvaluatorLogarithmic.new LocalEvaluator() {...} | | 75% | | 50% | 1 | 3 | 1 | 4 | 0 | 2 | 0 | 1 |
DiffusionEvaluatorMeanReversion.new LocalEvaluator() {...} | | 66% | | n/a | 1 | 2 | 1 | 2 | 1 | 2 | 0 | 1 |
DiffusionEvaluatorOrnsteinUhlenbeck.new LocalEvaluator() {...} | | 100% | | n/a | 0 | 2 | 0 | 2 | 0 | 2 | 0 | 1 |
DiffusionEvaluatorLinear.new LocalEvaluator() {...} | | 100% | | n/a | 0 | 2 | 0 | 2 | 0 | 2 | 0 | 1 |
DiffusionEvaluatorLinear.new LocalEvaluator() {...} | | 100% | | n/a | 0 | 2 | 0 | 2 | 0 | 2 | 0 | 1 |
HazardJumpEvaluator.new LocalEvaluator() {...} | | 100% | | n/a | 0 | 2 | 0 | 2 | 0 | 2 | 0 | 1 |