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eulerdiscretization.hpp
Langue: en
Version: 381034 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/eulerdiscretization.hpp -Euler discretization for stochastic processes.
SYNOPSIS
#include <ql/stochasticprocess.hpp>
Classes
class EulerDiscretization
Euler discretization for stochastic processes.
Detailed Description
Euler discretization for stochastic processes.
Author
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