24 lines
588 B
C++
24 lines
588 B
C++
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//
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// Created by David Doebel on 06.03.2026.
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//
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#ifndef QUANTENGINE_BLACKSCHOLESPROCESS_HPP
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#define QUANTENGINE_BLACKSCHOLESPROCESS_HPP
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#include "StochasticProcess.hpp"
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class BlackScholesProcess : public StochasticProcess{
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public:
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BlackScholesProcess() = default;
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BlackScholesProcess(std::unique_ptr<MarketData> data) : StochasticProcess(std::move(data)){}
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double drift(double t, double s) override;
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double diffusion(double t, double s) override;
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double step(double t, double s, double dt, double dW) override;
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};
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#endif //QUANTENGINE_BLACKSCHOLESPROCESS_HPP
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