google/tf-quant-finance

Approximate European option price under Heston model

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#9 建立於 2019年9月11日

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描述

Heston model has accurate density approximations for European option prices, which are of interest.

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

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