com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008

Interfaces

• ExtremalGeneralizedEigenvalueSolver

Classes

• AhatEstimation
• CovarianceEstimation
• ExtremalGeneralizedEigenvalueByGreedySearch
• ExtremalGeneralizedEigenvalueBySDP
• IndependentCoVAR