American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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ask() const | Spot | [inline] |
bid() const | Spot | [inline] |
Spot(const coefficient &underlying=NAN) | Spot | [inline] |
Spot(const coefficient bid, const coefficient underlying, const coefficient ask) | Spot | [inline] |
SpotMuLambda(coefficient underlying, coefficient mu, coefficient lambda) | SpotMuLambda | [inline] |
underlying() const | Spot | [inline] |