public class BFSNonMarkovOptionModel extends BFSMarkovOptionModel
BFSNonMarkovOptionModel that can also
compute the transitions of non-Markov options. See the java doc for BFSNonMarkovOptionModel
for more information on how it computes the model and how to increase performance.| Modifier and Type | Class and Description |
|---|---|
static class |
BFSNonMarkovOptionModel.NonMarkovOptionScanNode |
BFSMarkovOptionModel.CachedModel, BFSMarkovOptionModel.OptionScanNodeFullModel.HelpercachedModels, discount, hashingFactory, minProb, model, requireMarkov, srcTerminateStates| Constructor and Description |
|---|
BFSNonMarkovOptionModel(SampleModel model,
double discount,
HashableStateFactory hashingFactory) |
| Modifier and Type | Method and Description |
|---|---|
protected double |
computeTransitions(State s,
Option o,
HashedAggregator<HashableState> possibleTerminations,
double[] expectedReturn) |
getOrCreateModel, sample, setMinProb, terminal, transitionspublic BFSNonMarkovOptionModel(SampleModel model, double discount, HashableStateFactory hashingFactory)
protected double computeTransitions(State s, Option o, HashedAggregator<HashableState> possibleTerminations, double[] expectedReturn)
computeTransitions in class BFSMarkovOptionModel