Re:Pricing Americans with Finite-Difference
by hfhdjdks on Friday December 22, 2023 @07:06PM
(#38740262)
The point is not whether it can be modeled (it can), but whether you can get a closed form solution for it (you can't...or we don't know how for now)
[ Parent
| on HN ]
There are no comments on this comment yet.