quantlib.processes.black_scholes_process.GeneralizedBlackScholesProcess¶
- class GeneralizedBlackScholesProcess¶
Bases:
StochasticProcess1D
- __init__()¶
Methods
__init__
()diffusion
(self, Time t, Real x)drift
(self, Time t, Real x)expectation
(self, Time t0, Real x0, Time dt)factors
(self)size
(self)std_deviation
(self, Time t0, Real x0, Time dt)variance
(self, Time t0, Real x0, Time dt)Attributes
x0