ql/pricingengines/vanilla/bjerksundstenslandengine.hpp File Reference
Bjerksund and Stensland approximation engine. More...
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for bjerksundstenslandengine.hpp:

Classes | |
class | BjerksundStenslandApproximationEngine |
Bjerksund and Stensland pricing engine for American options (1993). More... |
Detailed Description
Bjerksund and Stensland approximation engine.