|
| file | extendedblackscholesprocess.hpp |
| | experimental Black-Scholes-Merton process
|
| |
| file | extendedornsteinuhlenbeckprocess.hpp |
| | extended Ornstein-Uhlenbeck process
|
| |
| file | extouwithjumpsprocess.hpp |
| | Ornstein Uhlenbeck process plus exp jumps (Kluge Model)
|
| |
| file | gemanroncoroniprocess.hpp |
| | Geman-Roncoroni process.
|
| |
| file | hestonslvprocess.hpp |
| | Heston stochastic local volatility process.
|
| |
| file | klugeextouprocess.hpp |
| | joint Kluge process an d Ornstein Uhlenbeck process
|
| |
| file | vegastressedblackscholesprocess.hpp |
| | Black-Scholes process which supports local vega stress tests.
|
| |
