[Quantlib-dev] GJR-GARCH option pricing engine

[Yee M. C. <ym...@ya...>]

Hi 

   I recently finished my implementation of
GJR-GARCH(1,1) option pricing model for European
options using QMC with Brownian Bridge. 

   I find that you guys don't have this pricing model.
Do you mind if I implement this for Quantlib? If so,
how should I proceed?

Have a great day!
Yee Man


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