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am I correctly perceiving a weakness in FinancialDerivative[] ? <answering

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120713] am I correctly perceiving a weakness in FinancialDerivative[] ? <answering
  • From: Michael Stern <nycstern at gmail.com>
  • Date: Sat, 6 Aug 2011 02:13:18 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

I've got it,

One does

FinancialDerivative[{"American", "Put"}, {"StrikePrice" -> 1,
   "Expiration" -> .1},  {"InterestRate" -> 0, "Volatility" -> 0.1,
   "CurrentPrice" -> 1, "Dividend" -> 0, "Value" -> .1}, 
{"ImpliedVolatility"}]

though I think I am finding some problems with the way this function 
works, especially for American option.

MS




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