Black-Scholes (American Options Solver)

Su Potter suziama.man.ac.uk
Thu Apr 1 10:54:14 PST 1999


Greetings

I was wondering if anyone was aware of the popular methods that investment
or security houses use for pricing American options based on the adapted
Black-Scholes equation.  

Thanks
Su
----
[Student] a University of Manchester, UK
http://www.ma.man.ac.uk/~suzi/
mailto:suziama.man.ac.uk




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