batesmodel.hpp

Langue: en

Autres versions - même langue

Version: 381068 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/models/equity/batesmodel.hpp -

extended versions of the Heston model

SYNOPSIS


#include <ql/models/equity/hestonmodel.hpp>

Classes


class BatesModel
Bates stochastic-volatility model.

Detailed Description

extended versions of the Heston model

Author

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