Black Scholes linear operator for the Fokker-Planck forward equation. More...
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/methods/finitedifferences/operators/firstderivativeop.hpp>
#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
Namespaces | |
QuantLib | |
Black Scholes linear operator for the Fokker-Planck forward equation.