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From: Denny D <dd...@ya...> - 2006-10-02 19:52:34
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Hi, quantlib implements Bjerksund & Stensland (1993) model, I can implement their recent (2002) improvement to the formula (I have already done it for my own stuff) Can one of the developers contact me about this? Thank you all for excellent work! Denny __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com |