*Last updated: 2023-03-16.*
# Module: tf_quant_finance.experimental.american_option_pricing.andersen_lake
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Calculating American option prices with Andersen-Lake approximation.
## Modules
[`common`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md) module: Helper functions for calculating American option prices.
[`exercise_boundary`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary.md) module: Calculating the exercise boundary function of an American option.
[`types`](../../../tf_quant_finance/types.md) module: Types module.
[`utils`](../../../tf_quant_finance/utils.md) module: Utilities module.
[`vanilla_prices`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/vanilla_prices.md) module: Black Scholes prices of a batch of European options.
## Functions
[`andersen_lake(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/andersen_lake.md): Computes American option prices using the Andersen-Lake approximation.
[`calculate_exercise_boundary(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md): Calculates the exercise boundary function of an American option.
[`d_minus(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md)
[`d_plus(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md)
[`divide_with_positive_denominator(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md): Safely divides by a denominator which is mathematically always positive, but numerically can be zero.
[`gauss_kronrod(...)`](../../../tf_quant_finance/math/integration/gauss_kronrod.md): Evaluates definite integral using adaptive Gauss-Kronrod quadrature.
[`machine_eps(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md): Returns the machine epsilon for the supplied dtype.
[`standard_normal_cdf(...)`](../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md)