Last updated: 2023-03-16.
Module: tf_quant_finance.experimental.american_option_pricing#
American option pricing method.
Modules#
andersen_lake module: Calculating American option prices with Andersen-Lake approximation.
Last updated: 2023-03-16.
American option pricing method.
andersen_lake module: Calculating American option prices with Andersen-Lake approximation.