INNER CODE UNIT · Python

V

cantaro86/Financial-Models-Numerical-Methods · src/FMNM/BS_pricer.py:170

        V = np.mean(np.exp(-self.r * self.T) * PayOff, axis=0)

        if Err is True:
            if Time is True:
                elapsed = time() - t_init
                return V, ss.sem(np.exp(-self.r * self.T) * self.payoff_f(S_T)), elapsed
            else:
                return V, ss.sem(np.exp(-self.r * self.T) * self.payoff_f(S_T))
        else:
            if Time is True:
                elapsed = time() - t_init
                return V, elapsed
            else:
                return V

    def PDE_price(self, steps, Time=False, solver="splu"):
        """
        steps = tuple with number of space steps and time steps

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