OpenApproximate European option price under Heston modelgood first issuegoogle/tf-quant-finance #9 opened 7 years ago · Python · 4,166 stars17 comments0 reactions2 assignees
OpenApproximate European option price under SABR model good first issuegoogle/tf-quant-finance #8 opened 7 years ago · Python · 4,166 stars21 comments0 reactions0 assignees
OpenAnalytical approximation for a spread-option price under Black-Scholes good first issuegoogle/tf-quant-finance #6 opened 7 years ago · Python · 4,166 stars10 comments0 reactions1 assignee