ql/experimental/finitedifferences/fdmklugeextouop.hpp File Reference

Kluge process (power) plus Ornstein Uhlenbeck process (gas) More...

Include dependency graph for fdmklugeextouop.hpp:

Classes

class  FdmKlugeExtOUOp

Detailed Description

Kluge process (power) plus Ornstein Uhlenbeck process (gas)