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Re: Fast pricer for American options

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  • Subject: [mg110934] Re: Fast pricer for American options
  • From: smangano <smangano at>
  • Date: Mon, 12 Jul 2010 01:05:30 -0400 (EDT)
  • References: <i199cf$q3i$>

On Jul 10, 4:01 am, "Jon Harrop" <use... at> wrote:
> Interesting comparison of a finance-related function originally written i=
> Mathematica (taken from Sal Mangano's new book) rewritten in another
> language:
> --
> Dr Jon Harrop, Flying Frog Consultancy Ltd.

Some people on the group probably remember that Harrop is the guy who
shows up now and then to boast how much better F# is than Mathematica
while most people here could not care less because we are just here to
improve our Mathematica skills or help others improve theirs. There
are numerous and very compelling reason to use Mathematica that have
nothing to do with speed.

However, Jon has sunk to an all time low. He decided to trash
Mathematica Cookbook twice on the Amazon UK site while simultaneously
drawing on it for inspiration for his F#  blogging. I know Jon is
simply insecure and attention seeking and that is what it is. But when
you falsely accuse someone of plagiarism then you have gone too far.
You can find the details of my little drama with Jon here:

I am not asking anyone on the group to take sides - just wanted you to
know who Jon is so you don't make the same mistake I did in
interacting with him.

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