Searched defs:GeneralizedBlackScholesProcess (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ | ||
| H A D | blackscholesprocess.hpp | 54 class GeneralizedBlackScholesProcess : public StochasticProcess1D { class |
| H A D | blackscholesprocess.cpp | 34 GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess( in GeneralizedBlackScholesProcess() function in QuantLib::GeneralizedBlackScholesProcess |