extendedblackscholesprocess.hpp

Langue: en

Autres versions - même langue

Version: 381394 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/processes/extendedblackscholesprocess.hpp -

experimental Black-Scholes-Merton process

SYNOPSIS


#include <ql/processes/blackscholesprocess.hpp>

Classes


class ExtendedBlackScholesMertonProcess
experimental Black-Scholes-Merton stochastic process

Detailed Description

experimental Black-Scholes-Merton process

Author

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