extendedblackscholesprocess.hpp File Reference

experimental Black-Scholes-Merton process More...

#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	ExtendedBlackScholesMertonProcess
	experimental Black-Scholes-Merton stochastic process More...

Namespaces
namespace	QuantLib

Detailed Description

experimental Black-Scholes-Merton process

Definition in file extendedblackscholesprocess.hpp.