Last updated: 2023-03-16.
Module: tf_quant_finance.models.milstein_sampling#
The Milstein sampling method for ito processes.
Functions#
sample(...): Returns a sample paths from the process using the Milstein method.
Last updated: 2023-03-16.
The Milstein sampling method for ito processes.
sample(...): Returns a sample paths from the process using the Milstein method.