Re: European Option Price off when discrete dividends

Posted by Luigi Ballabio on Apr 04, 2006; 4:46am
URL: http://quantlib.414.s1.nabble.com/European-Option-Price-off-when-discrete-dividends-tp4633p4634.html

On 03/23/2006 04:03:34 AM, Ferghil O'Rourke wrote:
> I'm having a problem getting an accurate European option price for
> a dividend paying stock.

Ferghil,
        apologies for the delay. May you post some code so that I can  
reproduce the problem?

Later,
        Luigi


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