American-transaction costs
1.0.0.0
American option pricer under proportional transaction costs
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shortratecontinuous.h File Reference
#include "
shortrate.h
"
#include "
parameter/integrablebridge.h
"
Go to the source code of this file.
Classes
class
ShortRateContinuous
ShortRate
with continuous compounding.
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shortratecontinuous.h
Generated on Mon Oct 31 2011 20:47:55 for American-transaction costs by
1.7.4
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