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spread-option pricing#93

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alv128 wants to merge 1 commit intogoogle:masterfrom
alv128:spread_options
Open

spread-option pricing#93
alv128 wants to merge 1 commit intogoogle:masterfrom
alv128:spread_options

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@alv128 alv128 commented Mar 23, 2023

PR for Issue #6 . Implemented the analytical approximation for a spread-option price under Black-Scholes. Files are under tf-quant-finance/black-scholes, called spread_option.py and the corresponding test file spread_option_test.py

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