QLNet.SquareRootProcess.SquareRootProcess C# (CSharp) Method

SquareRootProcess Class Documentation Datei anzeigen Open project: ammachado/QLNet

SquareRootProcess() public method

public SquareRootProcess ( double b, double a, double sigma ) : System
b double
a double
sigma double
return System 
        public SquareRootProcess(double b, double a, double sigma)
            : this(b, a, sigma, 0.0, new EulerDiscretization())
        {
        }

Same methods

SquareRootProcess::SquareRootProcess ( double b, double a, double sigma, double x0 ) : System
SquareRootProcess::SquareRootProcess ( double b, double a, double sigma, double x0, IDiscretization1D disc ) : System
SquareRootProcess
SquareRootProcess
diffusion
drift
x0