merton76process.hpp

Langue: en

Autres versions - même langue

Version: 373471 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/merton76process.hpp -

Merton-76 process.

SYNOPSIS


#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>

Classes


class Merton76Process
Merton-76 jump-diffusion process.

Detailed Description

Merton-76 process.

Author

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