ql/pricingengines/vanilla/bjerksundstenslandengine.hpp File Reference
Detailed Description
Bjerksund and Stensland approximation engine.
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for bjerksundstenslandengine.hpp:

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