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ornsteinuhlenbeckprocess.hpp
Langue: en
Version: 151231 (fedora - 04/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/ornsteinuhlenbeckprocess.hpp - Ornstein-Uhlenbeck process.SYNOPSIS
#include <ql/stochasticprocess.hpp>
Classes
class OrnsteinUhlenbeckProcess
Ornstein-Uhlenbeck process class.
Detailed Description
Ornstein-Uhlenbeck process.
Author
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