MonteCarloExpectedReturn Property
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Expected return of the underlying asset.
Used for geometric brownian price model.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public double ExpectedReturn { get; set; }
Property Value
Type:
DoubleSee Also