Package | Description |
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org.ojalgo.random.process |
Modifier and Type | Method and Description |
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GeometricBrownianMotion |
GeometricBrownianMotion.convert(double convertionFactor) |
static GeometricBrownianMotion |
GeometricBrownianMotion.estimate(Access1D<?> seriesOfSamples,
double samplePeriod) |
static GeometricBrownianMotion |
GeometricBrownianMotion.make(double expected,
double variance)
Assuming initial value = 1.0 and horizon = 1.0.
|
static GeometricBrownianMotion |
GeometricBrownianMotion.make(double expected,
double variance,
double horizon)
Assuming initial value = 1.0.
|
static GeometricBrownianMotion |
GeometricBrownianMotion.make(double initialValue,
double expectedFutureValue,
double aVariance,
double aHorizon) |
Constructor and Description |
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GeometricBrownian1D(Access2D<?> correlations,
List<? extends GeometricBrownianMotion> processes) |
GeometricBrownian1D(List<? extends GeometricBrownianMotion> processes) |
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