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Add bi- and tri-nomial american option pricing #19

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gavbrennan opened this issue Jan 17, 2017 · 0 comments

Milestone

Futures & Options

Contributor

gavbrennan commented Jan 17, 2017

Including vectorized version. PV->Implied vol solver also. Focus is on American option-on-future

gavbrennan added this to the Futures & Options milestone

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