American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
existingresults.h
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00001 /*
00002     American option pricer under proportional transaction costs
00003     Copyright (C) 2011 Alet Roux alet.roux@york.ac.uk
00004 
00005     This program is free software: you can redistribute it and/or modify
00006     it under the terms of the GNU General Public License as published by
00007     the Free Software Foundation, either version 3 of the License, or
00008     (at your option) any later version.
00009 
00010     This program is distributed in the hope that it will be useful,
00011     but WITHOUT ANY WARRANTY; without even the implied warranty of
00012     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00013     GNU General Public License for more details.
00014 
00015     You should have received a copy of the GNU General Public License
00016     along with this program.  If not, see <http://www.gnu.org/licenses/>.
00017 
00018 */
00019 
00020 #ifndef EXISTINGRESULTS_H
00021 #define EXISTINGRESULTS_H
00022 
00029 
00030 void BoyleVorst1992();
00031 
00033 void EdirsingheNaikUppal1993();
00034 
00036 void Palmer2001();
00037 
00039 void PerrakisLefoll2004();
00040 
00042 void TokarzZastawniak2006();
00043 
00045 void Roux2008();
00046 
00048 void RouxTokarzZastawniak2008();
00049 
00051 void RouxZastawniak2009();
00052 
00054 void LohneRudloff2011();
00055 
00057 void existingresults();
00058 
00059 #endif
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