A Python-based implementation for pricing American options using numerical methods, including trinomial approximation and Geske-Johnson method. Includes examples, code, and explanations for financial modeling.
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A Python-based implementation for pricing American options using numerical methods, including trinomial approximation and Geske-Johnson method. Includes examples, code, and explanations for financial modeling.
B-Fanciulli/american-options-pricing
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A Python-based implementation for pricing American options using numerical methods, including trinomial approximation and Geske-Johnson method. Includes examples, code, and explanations for financial modeling.
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