American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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clone() const =0 | ParameterIntegrable | [pure virtual] |
integral(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | [pure virtual] |
integral_square(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | [pure virtual] |
operator()(const coefficient t) const =0 | Parameter | [pure virtual] |
root_integral_square(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | [pure virtual] |