processes Directory Reference

## Files

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