Class | Description |
---|---|
Bt |
This is a
FiltrationFunction that returns \(B(t_i)\),
the Brownian motion value at the i-th time point. |
F_Sum_BtDt |
This represents a function of this integral
\[
I = \int_{0}^{1} B(t)dt
\]
|
F_Sum_tBtDt |
This represents a function of this integral
\[
\int_{0}^{1} (t - 0.5) * B(t) dt
\]
|
Filtration |
This class represents the filtration information known at the end of time.
|
FiltrationFunction |
A filtration function, parameterized by a fixed filtration, is a function of time,
\(f(\mathfrak{F_{t_i}})\).
|
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