ql/processes/merton76process.hpp File Reference
Merton-76 process. More...
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
Include dependency graph for merton76process.hpp:

Classes | |
class | Merton76Process |
Merton-76 jump-diffusion process. More... |
Detailed Description
Merton-76 process.