processes Directory Reference

Files
file	extendedblackscholesprocess.cpp [code]
file	extendedblackscholesprocess.hpp [code]
	experimental Black-Scholes-Merton process
file	extendedornsteinuhlenbeckprocess.cpp [code]
file	extendedornsteinuhlenbeckprocess.hpp [code]
	extended Ornstein-Uhlenbeck process
file	extouwithjumpsprocess.cpp [code]
file	extouwithjumpsprocess.hpp [code]
	Ornstein Uhlenbeck process plus exp jumps (Kluge Model)
file	gemanroncoroniprocess.cpp [code]
	Geman-Roncoroni process.
file	gemanroncoroniprocess.hpp [code]
	Geman-Roncoroni process.
file	klugeextouprocess.cpp [code]
file	klugeextouprocess.hpp [code]
	joint Kluge process an d Ornstein Uhlenbeck process
file	vegastressedblackscholesprocess.cpp [code]
file	vegastressedblackscholesprocess.hpp [code]
	Black-Scholes process which supports local vega stress tests.