American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
europeanselleroptional.h File Reference
#include "europeanseller.h"

Go to the source code of this file.

Classes

class  TreeProductEuropeanSellerOptional
 Prices TreeProductEuropean for the seller. More...

Detailed Description

Descendants of TreeProduct appropriate for European options

 All Classes Namespaces Files Functions Variables Typedefs Defines