pdebsm.hpp

Langue: en

Autres versions - même langue

Version: 381029 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/pdebsm.hpp -

Black-Scholes-Merton PDE.

SYNOPSIS


#include <ql/methods/finitedifferences/pde.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Detailed Description

Black-Scholes-Merton PDE.

Author

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