Anton u have a good point there. I found the article in Risk.Many thanks

Doublebarrier2000 thanks for the link first of all, but i am also having problems connecting to that. Could u please send it again?Thanks

<t>I am glad to see that all my classmates are in this forum. I know that some things may seem straightforward to u iamoz but for some other dont. By the way i used the students expression cause i wanted to sound more dramatic and fun. Sorry for the offence. Jin, Triangularization is far too difficu...

<t>Hi all,In behalf of the Master in finance students in Lancaster University we would like your help in any available VBA code for the implicit method in American options pricing. We are all 15 days before the first draft of our dissertation and we are quite stuck. Credit will be given to the origi...

What a likely coincidence. Well we can make a deal. I give you the site and you give me any VBA code you have available in Path - dependent option. Sounds fair?http://www.math.nyu.edu/~tk451/Ms_papers/asianPDE.pdf

Hi all,I am currently writting my dissertation on exotic options, focusing mostly on Asians. I am trying to find a VBA code for Vecer's approach " A new PDE approach for pricing arithmetic Asians". Anyone who can help....? Thanks