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Trigger.h File Reference

Detailed Description

A trigger represents a family of stopping times . This is needed for Bermudan option pricing. See book, 4.6. In this context the trigger is used to trigger option exercise.

Definition in file Trigger.h.

#include "TypedefsMacros.h"
#include "Optimizer.h"

Go to the source code of this file.


class  Trigger
class  PjTrigger
class  LocalBFGS
class  LocalSobolSearch

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