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| file | extendedblackscholesprocess.hpp |
| | experimental Black-Scholes-Merton process
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| file | extendedornsteinuhlenbeckprocess.hpp |
| | extended Ornstein-Uhlenbeck process
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| file | extouwithjumpsprocess.hpp |
| | Ornstein Uhlenbeck process plus exp jumps (Kluge Model)
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| |
| file | gemanroncoroniprocess.hpp |
| | Geman-Roncoroni process.
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| file | klugeextouprocess.hpp |
| | joint Kluge process an d Ornstein Uhlenbeck process
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| file | vegastressedblackscholesprocess.hpp |
| | Black-Scholes process which supports local vega stress tests.
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| |