[Quantlib-dev] glasserman-zhao

[Mark j. <mar...@gm...>]

I don't think anyone is working on the Glasserman-Zhao market model
evolver and this would be well worth getting. See the paper from
Finance and Stochastics or Glasserman's book.

Mark


-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com