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Commit Date  
[r250] by markjoshi

the AB upper code with bias removal now works for 5 asset max call

2015-06-02 04:54:46 Tree
[r249] by markjoshi

added code for developing conditional paths and evaluations for multi d BS model

2015-05-27 00:41:14 Tree
[r248] by markjoshi

added MaxCall basis functions to equity multi d max call code

2015-05-21 04:36:41 Tree
[r247] by markjoshi

first and second pass prices of max call using the same paths with multiple regression test now passes

2015-05-21 01:26:49 Tree
[r246] by markjoshi

first pass of cascade 5 asset max call now works

2015-05-15 04:29:04 Tree
[r245] by markjoshi
2015-05-14 06:18:51 Tree
[r244] by nicholasyap

accidentally added files to the wrong folder

2014-08-03 10:18:46 Tree
[r243] by nicholasyap
2014-08-03 10:07:37 Tree
[r242] by nicholasyap
2014-08-03 09:40:50 Tree
[r241] by nicholasyap
2014-08-03 09:35:04 Tree
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