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*Last updated: 2023-03-16.*

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# Module: tf_quant_finance.black_scholes.approximations

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/black_scholes/approximations/__init__.py">View source</a>



Approximations to the black scholes formula.



## Functions

[`adesi_whaley(...)`](../../tf_quant_finance/black_scholes/approximations/adesi_whaley.md): Computes American option prices using the Baron-Adesi Whaley approximation.

[`bjerksund_stensland(...)`](../../tf_quant_finance/black_scholes/approximations/bjerksund_stensland.md): Computes prices of a batch of American options using Bjerksund-Stensland.

