QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Levy Flight, aka Pareto Type I, distribution. More...
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Classes | |
class | LevyFlightDistribution |
Levy Flight distribution. More... | |
class | LevyFlightDistribution::param_type |
Namespaces | |
namespace | QuantLib |
Levy Flight, aka Pareto Type I, distribution.
Definition in file levyflightdistribution.hpp.