google/tf-quant-finance

Approximate European option price under SABR model

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#8 建立於 2019年9月11日

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描述

SABR model has accurate density approximations (see, e.g., here). It is of interest to use the approximations to estimate European option prices.

The module implementing this method should live under tf_quant_finance/volatility/sabr_approximation.py. It should support both European puts and calls approximations. Tests should be in sabr_approximation_test.py in the same folder.

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