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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

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