

def _option_valuation_(self, K, sigma):
    lr_option = BinomialLROption(self.S0, K, self.r, self.T, self.N, {
        'sigma': self,
        'is_call': self.is_call,
        'div': self.div,
    })
    return lr_option.price()

dataset/ETHPy150Open jamesmawm/Mastering-Python-for-Finance-source-codes/B03898_04_codes/ImpliedVolatilityModel.py ImpliedVolatilityModel._option_valuation_/VarMisuse@40/54 `sigma`->`self`