arraystream/fftoptionlib arraystream/fftoptionlib

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    57
  • Rank 520,139 (Top 11 %)
  • Language
    Python
  • License
    BSD 3-Clause "New...
  • Created over 7 years ago
  • Updated about 6 years ago
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arraystream/fftoptionlib
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Repository Details

FFT-based Option Pricing Methods in Python

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