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From: Mark j. <mar...@gm...> - 2007-11-14 23:43:47
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Well I just build the test-suite in VC 7 and the randomized lattice rules all passed the test. Do you have more colour on this, Klaus? regards Mark -- LIbor market model training courses in London and Sydney www.markjoshi.com Assoc Prof Mark Joshi Centre for Actuarial Studies University of Melbourne My website is www.markjoshi.com |