QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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joint Kluge process an d Ornstein Uhlenbeck process More...
#include <ql/stochasticprocess.hpp>
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Classes | |
class | KlugeExtOUProcess |
Namespaces | |
namespace | QuantLib |
joint Kluge process an d Ornstein Uhlenbeck process
Definition in file klugeextouprocess.hpp.