Package mean_variance_hedge
Sub-modules
mean_variance_hedge.black_scholes-
Implementations of functions for Black-Scholes European Options Pricing
mean_variance_hedge.dynamic_programming-
Based on …
mean_variance_hedge.heston-
Implementing the exact Heston Scheme by Broadie and Kaya (2003) (WIP)
mean_variance_hedge.testsmean_variance_hedge.utils-
Utility functions for writeup