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Re: Got it!!!! - FdDividendAmericanOption problem
Posted by
Luigi Ballabio
on
URL:
http://quantlib.414.s1.nabble.com/Got-it-FdDividendAmericanOption-problem-tp3528p3529.html
On 01/18/05 05:46:14, Joseph Wang wrote:
> The solution, some test code and a patch are at
>
>
http://wiki.quantlib.org/twiki/bin/view/Quantlib/FdDividendAmericanOptionInstability
Joseph,
I've just committed the patch into CVS.
Thanks for all the work,
Luigi
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