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SSJ
3.3.1
Stochastic Simulation in Java
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This is the complete list of members for AsianNew, including all inherited members.
| AsianNew(double r, double sigma, double strike, double s0, int s, double[] zeta) (defined in AsianNew) | AsianNew | |
| discount (defined in AsianNew) | AsianNew | package |
| getDimension() (defined in AsianNew) | AsianNew | |
| getPerformance() | AsianNew | |
| logS (defined in AsianNew) | AsianNew | package |
| main(String args[]) (defined in AsianNew) | AsianNew | static |
| muDelta (defined in AsianNew) | AsianNew | package |
| s (defined in AsianNew) | AsianNew | package |
| sigmaSqrtDelta (defined in AsianNew) | AsianNew | package |
| simulate(RandomStream stream) | AsianNew | |
| strike (defined in AsianNew) | AsianNew | package |
| toString() | AsianNew |
1.8.14