Files | |
| file | batesmodel.hpp |
| extended versions of the Heston model | |
| file | gjrgarchmodel.hpp |
| GJR-GARCH model for the stochastic volatility of an asset. | |
| file | hestonmodel.hpp |
| Heston model for the stochastic volatility of an asset. | |
| file | hestonmodelhelper.hpp |
| Heston-model calibration helper. | |
| file | piecewisetimedependenthestonmodel.hpp |
| piecewise constant time dependent Heston-model | |