American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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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