| Interface | Description |
|---|---|
| MultivariateDiscreteSDE |
This interface represents the discrete approximation of a multivariate SDE.
|
| Class | Description |
|---|---|
| MultivariateBrownianSDE |
A multivariate Brownian motion is a stochastic process with the following properties.
|
| MultivariateEulerSDE |
The Euler scheme is the first order approximation of an SDE.
|
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