Database System Concepts
7th Edition
ISBN: 9780078022159
Author: Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher: McGraw-Hill Education
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Implement a function or class to solve the Black-Scholed Model Partial Differential Equation. It should be able to price both European and American-style derivatives of arbitrary payoff structure (i.e. the payoff function should be a Callable).
Implement full functionality: That is, calculate the price of both European and American options on dividend-paying stocks and be flexible to price other options besides standard calls and puts.
Provide documentation: Provide docstrings and example usage for your implementation. It should be easy for someone looking at your code to understand how to call it and what the parameters mean. A short README.md file or example script would be useful.
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