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extendedblackscholesprocess.hpp
Langue: en
Version: 167510 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/processes/extendedblackscholesprocess.hpp - experimental Black-Scholes-Merton processSYNOPSIS
#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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