Re: [Quantlib-dev] GJR-GARCH option pricing engine

[Luigi B. <lui...@gm...>]

On Thu, 2008-03-13 at 10:08 -0700, Yee Man Chan wrote:
> > It would be nice to have a test case exercising your
> > process. May you write one?
> > 
> 
> Of course I am going to write a test case.

Ok, thanks.

Luigi

P.S. I never went to Stanford...


-- 

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