Represents a task that is executed by MCSimulationTaskRunner.
Returns are an AR(1) and a GARCH(1, 1) process.
Returns are an AR(1) process.
Returns are an ARCH(1) process.
Returns are an ARMA(1, 1) process.
|MCSimContext<P extends Product>||
A MC generates hypothetical prices based on the historical prices, same initial prices, same timestamps.
Performs Monte Carlo simulations for a number of MCSimulationTasks, e.g., different return models.
Returns are a random walk.
Copyright © 2010–2017 Numerical Method Inc.. All rights reserved.