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American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Go to the source code of this file.
Classes | |
| class | PayoffBasket |
| Basket option. More... | |
Typedefs | |
| typedef std::vector< PayoffBridge > | payoff_array |
| typedef std::vector<PayoffBridge> payoff_array |