pfhedge.nn.functional.bs_american_binary_vega

pfhedge.nn.functional.bs_american_binary_vega(log_moneyness, max_log_moneyness, time_to_maturity, volatility, strike)[source]

Returns Black-Scholes vega of an American binary option.

See pfhedge.nn.BSAmericanBinaryOption.vega() for details.