bjerksundstenslandengine.hpp File Reference

Bjerksund and Stensland approximation engine. More...

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

Include dependency graph for bjerksundstenslandengine.hpp:

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

Namespaces
namespace	QuantLib

Detailed Description

Bjerksund and Stensland approximation engine.