JarrowRudd Class Reference

#include <binomialtree.hpp>

Inheritance diagram for JarrowRudd:

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Detailed Description

Jarrow-Rudd (multiplicative) equal probabilities binomial tree.


Public Member Functions

 JarrowRudd (const Handle< DiffusionProcess > &process, Time end, Size steps)


The documentation for this class was generated from the following files:

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