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geometricbrownianprocess.hpp
Langue: en
Version: 376055 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/geometricbrownianprocess.hpp -Geometric Brownian-motion process.
SYNOPSIS
#include <ql/stochasticprocess.hpp>
Classes
class GeometricBrownianMotionProcess
Geometric brownian-motion process.
Detailed Description
Geometric Brownian-motion process.
Author
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