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file | batesprocess.hpp |
| Bates stochastic process, Heston process plus compound Poisson process plus log-normal jump diffusion size.
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file | blackscholesprocess.hpp |
| Black-Scholes processes.
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file | endeulerdiscretization.hpp |
| Euler end-point discretization for stochastic processes.
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file | eulerdiscretization.hpp |
| Euler discretization for stochastic processes.
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file | forwardmeasureprocess.hpp |
| forward-measure stochastic processes
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file | g2process.hpp |
| G2 stochastic processes.
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file | geometricbrownianprocess.hpp |
| Geometric Brownian-motion process.
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file | gjrgarchprocess.hpp |
| GJR-GARCH(1,1) stochastic process.
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file | hestonprocess.hpp |
| Heston stochastic process.
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file | hullwhiteprocess.hpp |
| Hull-White stochastic processes.
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file | hybridhestonhullwhiteprocess.hpp |
| hybrid equity (heston model) with stochastic interest rates (hull white model)
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file | jointstochasticprocess.hpp |
| multi model process for hybrid products
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file | merton76process.hpp |
| Merton-76 process.
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file | ornsteinuhlenbeckprocess.hpp |
| Ornstein-Uhlenbeck process.
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file | squarerootprocess.hpp |
| square-root process
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file | stochasticprocessarray.hpp |
| Array of correlated 1-D stochastic processes.
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