Black-Scholes (American Options Solver)

[Gregory V. Tarsy]

  The methods as used by investment houses etc. are highly proprietary. There
  are SW companies who market option portfolio management as well. These are
  also very proprietary.
  
  
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#Date: Thu, 1 Apr 1999 19:54:14 +0100 (BST)
#From: Su Potter <suziama.man.ac.uk>
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#To: numeric-interestavalidgh.com
#Subject: Black-Scholes (American Options Solver)
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#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
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#[Student] a University of Manchester, UK
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