control_variate_pairs function

Form instrument objects for vanilla options

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

control_variate_pairs(callput, K, time)

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()