R: Re: am I correctly perceiving a weakness in FinancialDerivative[] ?
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- Subject: [mg120828] R: Re: am I correctly perceiving a weakness in FinancialDerivative[] ?
- From: DC <b.gatessucks at gmail.com>
- Date: Fri, 12 Aug 2011 05:04:06 -0400 (EDT)
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- References: <j206qj$76g$1@smc.vnet.net>
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Not able to reproduce your results :
In[1]:= $Version
Out[1]= "8.0 for Linux x86 (64-bit) (February 23, 2011)"
In[2]:= FinancialDerivative[{"American",
"Call"}, {"StrikePrice" -> 50,
"Expiration" -> {2011, 12, 16}}, {"CurrentPrice" -> 45,
"InterestRate" -> 0.1, "Volatility" -> 0.1, "Dividend" -> 0.00002}]
Out[2]= 0.330044
In[3]:= FinancialDerivative[{"American",
"Call"}, {"StrikePrice" -> 50,
"Expiration" -> {2011, 12, 16}}, {"CurrentPrice" -> 45,
"InterestRate" -> 0.1, "Volatility" -> 0.1, "Dividend" -> 0.00001}]
Out[3]= 0.330075
-Francesco