Comparison of models

Posted by Ravani, Michele on Oct 17, 2002; 10:46am
URL: http://quantlib.414.s1.nabble.com/Comparison-of-models-tp2252.html

hi

does anybody know where I can find a comparison of models?
For instance, if I price an American option on a stock with different models keeping all the parameters constant, what is the difference in the theoretical price of the option?
I know that I could do that easily with QL (and I will do it) but I don't have the time right now and I am really curious.
So I am hoping that somebody has already done it :o)
My basic question essentially is: if we take simple vanilla derivatives, does it pay to invest in models which are more advanced that BS or Binomial?

Thanks

Michele

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