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merton76process.hpp File Reference


Detailed Description

Merton-76 process.

Definition in file merton76process.hpp.

#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Processes/eulerdiscretization.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::Merton76Process
 Merton-76 jump-diffusion process. More...


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