BjerksundStenslandApprox
Subtype of Pricing MethodCorresponds to the QuantLib BjerksundStenslandApproximationEngine.
It uses an approximating semi-analytical formula for pricing american options. Web reference available here
Corresponds to the QuantLib BjerksundStenslandApproximationEngine.
It uses an approximating semi-analytical formula for pricing american options. Web reference available here