Recent content by DKon

Got it solved by myself. If anybody expiriences the same problem feel free to contact me. Dominik

Hey everyone, I'm trying to implement an algorithm (in VBA) for pricing American Down-And-In Puts and American Up-And-In Calls. I've already implemented a trinomial lattice model with the stretch parameter lampda to make sure to hit the barrier with the lattice nodes. Unfortunately the model...