bjerksundstenslandengine.hpp File Reference

Bjerksund and Stensland approximation engine. More...

#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	BjerksundStenslandApproximationEngine
	Bjerksund and Stensland pricing engine for American options (1993) More...

Namespaces
namespace	QuantLib

Detailed Description

Bjerksund and Stensland approximation engine.

Definition in file bjerksundstenslandengine.hpp.