American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
SpotMuLambda Member List
This is the complete list of members for SpotMuLambda, including all inherited members.
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]
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