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Excessive branching in trinomial trees when a time step is unusually small

Open lballabio opened this issue 8 years ago • 4 comments

See https://sourceforge.net/p/quantlib/bugs/125/ by Dilip Mandal. Description in the attached file quantlib_question.pdf.

lballabio avatar Dec 06 '17 15:12 lballabio

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

stale[bot] avatar Sep 05 '19 15:09 stale[bot]