Re: FdDividendAmericanOption

Posted by Joseph Wang on Dec 29, 2004; 12:39am
URL: http://quantlib.414.s1.nabble.com/FdDividendAmericanOption-tp3453p3462.html

Just looking over the code, what seems to be happening is that with a
large grid
and a short time step, the code puts some grid points at fairly extreme
values,
which result in large dividends.

If I run the code with zero dividend, I still get odd values.  I don't
get any odd
values if I just run FdAmericanOption.