Re: [Quantlib-dev] bug showed up in AmericanOption example

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

At 01:48 PM 7/29/03 +0200, Ferdinando Ametrano wrote:
>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.

Can you elaborate on this?

Later,
         Luigi