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From: Ferdinando A. <na...@am...> - 2006-10-04 03:08:09
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Hi Denny, > 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? here I am. Go ahead and code the new formula, then just provide us with a patch (or even just a copy of the new/modified files). Have you a link to the paper with the improved formula? Does the paper contain data which we could reproduce in our test-suite? I look forward to your contribution ciao -- Nando |