net.finmath.montecarlo.process.package-info Maven / Gradle / Ivy
/**
* Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
* The Euler scheme implementation is more generic and can be configured for
* log-Euler scheme or predictor corrector scheme.
*
* The parameters have to be provided by a process model.
*
* @see net.finmath.montecarlo.model
* @author Christian Fries
*/
package net.finmath.montecarlo.process;