Files | |
file | batesmodel.hpp |
extended versions of the Heston model | |
file | gjrgarchmodel.hpp |
GJR-GARCH model for the stochastic volatility of an asset. | |
file | hestonmodel.hpp |
Heston model for the stochastic volatility of an asset. | |
file | hestonmodelhelper.hpp |
Heston-model calibration helper. | |
file | piecewisetimedependenthestonmodel.hpp |
piecewise constant time dependent Heston-model | |