American-transaction costs
1.0.0.0
American option pricer under proportional transaction costs
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b
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u
- b -
BoyleVorst1992() :
existingresults.cpp
,
existingresults.h
buyers_price() :
treeproduct.h
- c -
crossing() :
line.h
,
piecewiselinear.h
,
piecewiselinear.cpp
- e -
EdirsingheNaikUppal1993() :
existingresults.cpp
,
existingresults.h
ensure_solvent() :
trading.h
equal() :
numbers.h
existingresults() :
existingresults.cpp
,
existingresults.h
- f -
fixzero() :
numbers.h
- g -
greaterequal() :
numbers.h
greaterthan() :
numbers.h
- i -
include_solvent_portfolios() :
trading.h
- l -
lessequal() :
numbers.h
lessthan() :
numbers.h
LohneRudloff2011() :
existingresults.cpp
,
existingresults.h
- m -
main() :
main.cpp
maximum() :
piecewiselinear.cpp
,
piecewiselinear.h
minimum() :
piecewiselinear.h
- o -
operator<<() :
callcashask.cpp
,
callcashask.h
,
some.h
,
path.h
,
final.h
,
all.h
,
spot.h
,
spot.cpp
,
portfolio.h
,
portfolio.cpp
,
piecewiselinear.h
,
callcashbid.h
,
line.h
,
putphysicalunderlying.h
,
putphysicalunderlying.cpp
,
putphysicalbid.h
,
putphysicalbid.cpp
,
putphysicalask.h
,
putphysicalask.cpp
,
putphysical.h
,
putphysical.cpp
,
putcashunderlying.h
,
putcashunderlying.cpp
,
putcashbid.h
,
putcashbid.cpp
,
putcashask.h
,
putcashask.cpp
,
callphysical.h
,
constant.cpp
,
callphysicalunderlying.h
,
callphysicalunderlying.cpp
,
callphysicalbid.h
,
callphysicalbid.cpp
,
callphysicalask.h
,
callphysicalask.cpp
,
constant.h
,
callphysical.cpp
,
callcashunderlying.h
,
callcashunderlying.cpp
,
piecewiselinear.cpp
,
callcashbid.cpp
outputheader() :
existingresults.cpp
- p -
Palmer2001() :
existingresults.cpp
,
existingresults.h
parallel() :
line.h
PerrakisLefoll2004() :
existingresults.cpp
,
existingresults.h
portfolios_that_can_afford() :
trading.h
print_convex_conjugate() :
piecewiselinear.h
,
piecewiselinear.cpp
- r -
Roux2008() :
existingresults.cpp
,
existingresults.h
RouxTokarzZastawniak2008() :
existingresults.h
,
existingresults.cpp
RouxZastawniak2009() :
existingresults.h
,
existingresults.cpp
- s -
sellers_price() :
treeproduct.h
soluble() :
trading.h
solvency_cone() :
trading.h
- t -
TokarzZastawniak2006() :
existingresults.cpp
,
existingresults.h
- u -
untangle_maximum() :
piecewiselinear.cpp
,
piecewiselinear.h
untangle_restriction() :
trading.h
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