Re: Finite Difference Pricing Engine

Posted by Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/Finite-Difference-Pricing-Engine-tp2533p2534.html

Hi Neil,
Bernt Arne Ødegaard gives the Roll-Geske-Whaley and Baron Adesi Whaley call
formula and code as well.

http://finance.bi.no/~bernt/gcc_prog/algoritms/algoritms/node10.html
http://finance.bi.no/~bernt/gcc_prog/algoritms/algoritms/node24.html


Xavier



                                                                                                                                   
                    Neil P Firth                                                                                                  
                    <[hidden email]>                 To:     [hidden email]                            
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                    [hidden email]       Subject:     Re: [Quantlib-users] Finite Difference Pricing Engine      
                    eforge.net                                                                                                    
                                                                                                                                   
                                                                                                                                   
                    21/05/2003 10:47                                                                                              
                                                                                                                                   
                                                                                                                                   




Writing a pricing engine for an approximation method for a Vanilla Option
sounds like a good idea. I've got various papers on approximations. I'll
have a look and try some out.

Neil

---------------------------------------------------
  Neil Firth
  Brasenose College Oxford OX1 4AJ United Kingdom
  Office: 01865 280616
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On Wed, 21 May 2003, Luigi Ballabio wrote:

> At 03:11 PM 5/20/03 +0200, [hidden email] wrote:
> >I also did the Barone Adesi Whaley approximation for continous dividend.
>
> Xavier and Neil,
>          just a thought: I guess the above doesn't use the
> finite-differences machinery. In that case, it could already be written
as

> a particular pricing engine that could be used with VanillaOption. This
> could give Neil a bit of practice with the pricing engine framework,
> without throwing him in the middle of the FD mess.
>
> Cheers,
>          Luigi
>
>
>
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