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merton76process.hpp File Reference

Merton-76 process. More...

#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Processes/eulerdiscretization.hpp>
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class  QuantLib::Merton76Process
 Merton-76 jump-diffusion process. More...

Detailed Description

Merton-76 process.

Definition in file merton76process.hpp.

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