net.finmath.marketdata.model.curves.locallinearregression.package-info Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of finmath-lib Show documentation
Show all versions of finmath-lib Show documentation
finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
The newest version!
/**
* Provided classes implementing the local linear regression method, see see https://ssrn.com/abstract=3073942
*
* @author Christian Fries
* @author Moritz Scherrmann
*/
package net.finmath.marketdata.model.curves.locallinearregression;