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eulerdiscretization.hpp
Langue: en
Version: 166747 (fedora - 05/07/09)
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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