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Some more experiments.....
Changing the dividend to zero doesn't fix the problem. Also setting the
interest rate to
zero also doesn't fix the problem. Reducing the volatity also seems to
help. The
code for calculating dividends seems to be good.
The code appears to be using Crank-Nicholson for time stepping so what I
said
earlier about stability, shouldn't be a problem, but it still seems to
be. It looks to
me like the finite differencer is broken.
Questions:
* What else uses the Crank-Nicholsom differencer?
* What happens if I use a different differencer?
Also, it seems that "make depend" isn't working. Am I doing something
wrong or is that
functionality not in there right now.
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Locked
