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