Re: Some more explanation about LongstaffSchwartz
Posted by
Klaus Spanderen-2 on
Sep 28, 2009; 7:22pm
URL: http://quantlib.414.s1.nabble.com/Some-more-explanation-about-LongstaffSchwartz-tp13085p13086.html
Hi
On Saturday 26 September 2009 14:57:41 Andrea wrote:
>
> which implies exactly the opposite of what the comment says (exercise[j] is
> > 0.0)
opps, the comment is misleading (or simply wrong;-). I'm going to remove the
comment. Thanks!
regards
Klaus
------------------------------------------------------------------------------
Come build with us! The BlackBerry® Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9-12, 2009. Register now!
http://p.sf.net/sfu/devconf_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev