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extendedblackscholesprocess.hpp File Reference


Detailed Description

experimental Black-Scholes-Merton process

Definition in file extendedblackscholesprocess.hpp.

#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::ExtendedBlackScholesMertonProcess
 experimental Black-Scholes-Merton stochastic process More...


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