Скачать или смотреть python american option pricing

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Sure, I'd be happy to provide you with a tutorial on pricing American options using Python. In this tutorial, we'll use the Binomial Option Pricing model, specifically the Cox-Ross-Rubinstein (CRR) method. This method is suitable for pricing both European and American options. However, we'll focus on American options and how to incorporate early exercise considerations.
Let's get started with the tutorial:
Before we begin, make sure you have the necessary libraries installed. You can install them using:
American options differ from European options in that they can be exercised at any time before or on the expiration date. This feature makes their pricing more complex, as the optimal exercise strategy needs to be considered.
The CRR model is a discrete-time method for option pricing based on the binomial tree. It works by modeling the possible future prices of the underlying asset at each node of the tree.