QuantLib
›
quantlib-users
Search
everywhere
only in this topic
Advanced Search
Wiki topic on American option instability
Classic
List
Threaded
♦
♦
Locked
1 message
Joseph Wang
Reply
|
Threaded
Open this post in threaded view
♦
♦
|
Wiki topic on American option instability
I've created a wiki page on the topic....
http://wiki.quantlib.org/twiki/bin/view/Quantlib/FdDividendAmericanOptionInstability
This will help put what is known about the bug in one page, and avoid
cluttering up the
mail list.
Free forum by Nabble
Edit this page