Re: Calculating American Early Exercise Premium

Posted by Luigi Ballabio on Aug 25, 2008; 6:05pm
URL: http://quantlib.414.s1.nabble.com/Calculating-American-Early-Exercise-Premium-tp1575p1582.html


On Aug 25, 2008, at 7:51 PM, Ferdinando Ametrano wrote:

> It would help to know the specs of the option you're trying to price:
> strike, vol, expiry, spot value, interest rate, dividends...

Sendng your code might help even more...

Luigi


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