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Boundary conditions are the maximum and minimum values used to indicate where the price of an option must lie.

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文章浏览阅读71次。本文聚焦 tf-quant-finance 中 `tf_quant_finance.experimental.american_option_pricing.andersen_lake.calculate_exercise_boundary`：它是 Andersen-Lake（Andersen, Lake & Offengenden, ...

"I've learned how to calculate when there are two fractions."But as soon as three are lined up,"Huh, where do I start calculating?"And they stop in their tracks.Or, they multiply from left to right, ...