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URL: https://github.com/AndrewLyasoff/SMAP

⇱ GitHub - AndrewLyasoff/SMAP: Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP). · GitHub

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