QuantEcon / QuantEcon/lecture-python-intro
Add a lecture on pricing American options
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new-lecture
- Dominant language
- Jupyter Notebook
- Stars
- 65
- Forks
- 32
- Avg merge
- 4d 14h
- Merged PRs (30d)
- 6
Description
The example in the DP text could be suitable.
Complicated theory could be replaced by a simple backwards induction argument in a finite horizon setting.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Review the existing lecture notebooks and the DP text example referenced in the issue. Define the finite-horizon American-options lecture around the proposed backward-induction treatment, and consider it complete when the new lecture fits the series and covers the example without the complicated theory.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- jupyter-notebook, python
- Domain
- documentation
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100