Re: Update version of experimental/mcbasket
Posted by
Klaus Spanderen-2 on
Oct 10, 2009; 7:53pm
URL: http://quantlib.414.s1.nabble.com/Update-version-of-experimental-mcbasket-tp9167p9168.html
Hi Andrea
do you see a change to replace the original version of the classes
EarlyExercisePathPricer and LongstaffSchwartzPathPricer
in ql/methods/montecarlo by your version?
best regards
Klaus
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