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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 | Portfolio |
| Holdings of cash and stock. More... | |
Functions | |
| std::ostream & | operator<< (std::ostream &output, const Portfolio &portfolio) |
Portfolio and utility function.
| std::ostream& operator<< | ( | std::ostream & | output, |
| const Portfolio & | portfolio | ||
| ) |