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GitHub / arraystream / fftoptionlib
FFT-based Option Pricing Methods in Python
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/arraystream%2Ffftoptionlib
Stars: 56
Forks: 15
Open Issues: 1
License: bsd-3-clause
Language: Python
Repo Size: 1.37 MB
Dependencies:
4
Created: about 7 years ago
Updated: 29 days ago
Last pushed: over 5 years ago
Last synced: 28 days ago
Topics: fft, financial, option-pricing, python
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