[Quantlib-dev] bug showed up in AmericanOption example

[Ferdinando A. <fer...@am...>]

Hi all

the AmericanOption example shows a bug related to matrix/vector product, 
originating from a bad SVD decomposition triggered by the valuation of an 
OTM option with very few ITM paths.

Any idea Neil?

BTW We badly need test case for SVD...


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ciao -- Nando