Want to contribute a pricer

[Denny D]

Hi, quantlib implements Bjerksund & Stensland (1993)
model,  I can implement their recent (2002)
improvement to the formula (I have already done it for
my own stuff) Can one of the developers contact me
about this?

Thank you all for excellent work!
Denny

__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around
http://mail.yahoo.com 

[Luigi Ballabio]

On Mon, 2006-10-02 at 12:52 -0700, Denny D wrote:
> Hi, quantlib implements Bjerksund & Stensland (1993)
> model,  I can implement their recent (2002)
> improvement to the formula (I have already done it for
> my own stuff) Can one of the developers contact me
> about this?

Here I am. You can contact me at this address.

Later,
        Luigi


----------------------------------------

I hate quotations.
-- Ralph Waldo Emerson

[Ferdinando M. Ametrano-3]

Hi Denny,

> Hi, quantlib implements Bjerksund & Stensland (1993)
> model,  I can implement their recent (2002)
> improvement to the formula (I have already done it for
> my own stuff) Can one of the developers contact me
> about this?

here I am. Go ahead and code the new formula, then just provide us
with a patch (or even just a copy of the new/modified files).
Have you a link to the paper with the improved formula? Does the paper
contain data which we could reproduce in our test-suite?

I look forward to your contribution

ciao -- Nando