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Re: GJR-GARCH option pricing engine

Posted by Luigi Ballabio on Apr 05, 2008; 1:22pm
URL: http://quantlib.414.s1.nabble.com/GJR-GARCH-option-pricing-engine-tp11799p11803.html


On Apr 4, 2008, at 9:04 PM, Yee Man Chan wrote:
> Any updates to the status of my GJR-GARCH
> contribution? I haven't heard anything for a week.

Yee Man,
        sorry---I've been busy this week. I'll try and put it in shortly.

Luigi



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