American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
#include "../parameter/bridge.h"
#include "../parameter/integrablebridge.h"
#include "../statisticsgatherer/some.h"
#include "../treeproduct/americanbuyer.h"
#include "../treeproduct/americanseller.h"
Go to the source code of this file.
Classes | |
class | FlexibleTree |
Typedefs | |
typedef std::vector< size_t > | path_type |
typedef std::vector<size_t> path_type |