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extendedblackscholesprocess.hpp File Reference

experimental Black-Scholes-Merton process More...

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


namespace  QuantLib

Detailed Description

experimental Black-Scholes-Merton process

Definition in file extendedblackscholesprocess.hpp.

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