| Interface | Description |
|---|---|
| DiscreteSDE |
This interface represents the discrete approximation of a univariate SDE.
|
| Class | Description |
|---|---|
| BMSDE |
A Brownian motion is a stochastic process with the following properties.
|
| EulerSDE |
The Euler scheme is the first order approximation of an SDE.
|
| MilsteinSDE |
Milstein scheme is a first-order approximation to a continuous-time SDE.
|
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