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ContinuousGeometricAPO Class Reference#include <continuousgeometricapo.hpp>
Inheritance diagram for ContinuousGeometricAPO: ![]() Detailed DescriptionContinuous Geometric Average Price Option (European exercise).This class implements a continuous geometric average price asian option with european exercise. The formula is from "Option Pricing Formulas", E. G. Haug (1997) pag 96-97
The documentation for this class was generated from the following file:
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