Package net.finmath.montecarlo.cuda.alternative

Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory.

See: Description

Class Summary

Class	Description
BrownianMotionCudaWithHostRandomVariable	Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
BrownianMotionCudaWithRandomVariableCuda	Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
BrownianMotionJavaRandom	Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
RandomVariableCudaWithFinalizer	The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.

Package net.finmath.montecarlo.cuda.alternative Description

Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory. These implementations are used for illustration. Do not use in critical applications.

Author:

Christian Fries