control_variate_pairs: Form instrument objects for vanilla options

Description Usage Arguments See Also

Description

Form a list twice as long as the longest of the arguments callput, K, time whose first half consists of AmericanOption objects and second half consists of EuropeanOption objects having the same exercise specification

Usage

1

Arguments

callput

1 for calls, -1 for puts

K

strike

time

Time from 0 until expiration

See Also

Other American Exercise Equity Options: american_implied_volatility, american



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