QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Geman-Roncoroni process. More...
#include <ql/math/functional.hpp>
#include <ql/processes/eulerdiscretization.hpp>
#include <ql/experimental/processes/gemanroncoroniprocess.hpp>
Go to the source code of this file.
Namespaces | |
namespace | QuantLib |
Geman-Roncoroni process.
Definition in file gemanroncoroniprocess.cpp.