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Tian tree: third moment matching, multiplicative approach

Hierarchy

Implements

Index

Properties

Protected _down

_down: Real

Protected _driftPerStep

_driftPerStep: Real

Protected _dt

_dt: Time

Protected _pd

_pd: Real

Protected _pu

_pu: Real

Protected _up

_up: Real

Protected _x0

_x0: Real

Methods

btInit

columns

  • Returns Size

descendant

impl

  • impl(): any

init

  • Parameters

    Returns Tree<Tian>

probability

  • Parameters

    Returns Real

size

treeInit

underlying

  • Parameters

    Returns Real