processes Directory Reference

Files
file	batesprocess.hpp
	Bates stochastic process, Heston process plus compound Poisson process plus log-normal jump diffusion size.
file	blackscholesprocess.hpp
	Black-Scholes processes.
file	endeulerdiscretization.hpp
	Euler end-point discretization for stochastic processes.
file	eulerdiscretization.hpp
	Euler discretization for stochastic processes.
file	forwardmeasureprocess.hpp
	forward-measure stochastic processes
file	g2process.hpp
	G2 stochastic processes.
file	geometricbrownianprocess.hpp
	Geometric Brownian-motion process.
file	gjrgarchprocess.hpp
	GJR-GARCH(1,1) stochastic process.
file	hestonprocess.hpp
	Heston stochastic process.
file	hullwhiteprocess.hpp
	Hull-White stochastic processes.
file	hybridhestonhullwhiteprocess.hpp
	hybrid equity (heston model) with stochastic interest rates (hull white model)
file	jointstochasticprocess.hpp
	multi model process for hybrid products
file	merton76process.hpp
	Merton-76 process.
file	ornsteinuhlenbeckprocess.hpp
	Ornstein-Uhlenbeck process.
file	squarerootprocess.hpp
	square-root process
file	stochasticprocessarray.hpp
	Array of correlated 1-D stochastic processes.