ql/experimental/processes/extendedblackscholesprocess.hpp File Reference
experimental Black-Scholes-Merton process More...
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for extendedblackscholesprocess.hpp:

Classes | |
class | ExtendedBlackScholesMertonProcess |
experimental Black-Scholes-Merton stochastic process More... |
Detailed Description
experimental Black-Scholes-Merton process