A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Thank you for your comment.
In the latest pull request, I've already added new approximation method (#9) in "EQUITY_AMERICANOPTION_BJERKSUND_STENSLAND_APPROX.ipynb"
But figure labels are misleading, so modify the figures so that the purpose is clear at a glance.
Hi @domokane,
Thank you for your comment. In the latest pull request, I've already added new approximation method (#9) in "EQUITY_AMERICANOPTION_BJERKSUND_STENSLAND_APPROX.ipynb" But figure labels are misleading, so modify the figures so that the purpose is clear at a glance.
Best regards, shunmaruko