[Quantlib-dev] Binomial Tree Fever

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

Re the trees being buggy, I think the unit test would have picked up
an error that big.

Re trees, in general, I've been doing a lot of playing with them
lately. My main conclusion is that it's not what tree you use for
American puts, but what acceleration techniques you use: i.e.
Richardson extrapolation, smoothing, truncation, that matters.

(expect a paper soon!)

Mark