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void | simulate (RandomStream stream) |
| Simulates the model for one run.
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double | getPerformance () |
| Recovers and returns the realization of the performance measure, of type double .
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int | getDimension () |
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String | toString () |
| Returns a short description of the model and its parameters.
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static void | main (String args[]) throws IOException |
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double | strike |
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int | s |
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double | discount |
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double [] | muDelta |
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double [] | sigmaSqrtDelta |
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double [] | logS |
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The documentation for this class was generated from the following file: