ql/models/equity/hestonmodel.hpp File Reference
Heston model for the stochastic volatility of an asset. More...
#include <ql/models/model.hpp>
#include <ql/processes/hestonprocess.hpp>
Include dependency graph for hestonmodel.hpp:

Classes | |
class | HestonModel |
Heston model for the stochastic volatility of an asset. More... |
Detailed Description
Heston model for the stochastic volatility of an asset.