###Development version, written by Kees van Schaik ([email protected])###How to use:###1. Fill in a formula for G and values for a and b.###2. Click 'evaluate' left below this cell (or hit [enter] while holding down [shift] key) and wait for the output to appear.###Load the algorithm:load(DATA+'optStoppLegendre.sage')###Give a formula for the payoff function G and end points a<b (recall G(a)=G(b)=0 is needed):G(x)=-x*(x-1/8)*(x-1/4)*(x-1/3)*(x-1)*(x-3/2)*(x-7/4)*(x-8/5)*(x-2);a=0;b=2OSL=OptStoppLegendre(G,a,b)###replace 'showProgress=false' below by 'showProgress=true' to get a detailed report of the progress in the algorithm:timeOSL.runAlgorithm(showProgress=false)OSL.plot().show()
