too slow

too slow

Postby kubila » Wed Jun 03, 2009 4:13 pm

Hi Daniel,



I am trying to solve the Heston SVM using FDM in C++ with the guide from your books. The problem I am running into is that it works but is very slow. So there must be something wrong/inappropriate in my code. I am attching my files. Could you please have a look? It is for my dissertation which is due soon. so please help. I am very much appreciated.
kubila
 
Posts: 9
Joined: Fri Mar 06, 2009 10:46 pm

Re: too slow

Postby kubila » Mon Jun 08, 2009 11:13 pm

kubila wrote:Hi Daniel,



I am trying to solve the Heston SVM using FDM in C++ with the guide from your books. The problem I am running into is that it works but is very slow. So there must be something wrong/inappropriate in my code. I am attching my files. Could you please have a look? It is for my dissertation which is due soon. so please help. I am very much appreciated.




anybody here in this forum would like to help? Thanks!
kubila
 
Posts: 9
Joined: Fri Mar 06, 2009 10:46 pm


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