Re: Projecting Forward Volatility Surfaces

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Projecting-Forward-Volatility-Surfaces-tp9727p9728.html


Hi David,
        I'm afraid I can't help with the problem. However...

On Wed, 2007-08-29 at 22:03 -0400, David Brown wrote:
>    So I've raised this question here, because I think this is the only
> place where there is a possibility of this problem being solved given
> the expertise of the parties involved in similar projects.

...you might try the Wilmott forums as well.

Later,
        Luigi


--

Green's Law of Debate:
Anything is possible if you don't know what you're talking about.



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