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Change default American Option Pricing model to Binomial CRR model (#7426)
frostbyte_neo 发布于
2023-08-18 17:34:46 +00:00 | 1264 次提交 在此版本后已推送到 master-
Add unit test and test data
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Add unit test for model greeks accuracy and comparison
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Add regression test
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Correction on previous unit test to use realtime official IB Greeks
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Switch default American option price model to CRR model
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Address peer review
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