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GitHub / konmue / american_options
LSM with NNs for pricing American Options
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/konmue%2Famerican_options
Stars: 2
Forks: 1
Open Issues: 0
License: None
Language: Jupyter Notebook
Repo Size: 3.51 MB
Dependencies:
134
Created: about 2 years ago
Updated: 5 months ago
Last pushed: about 2 years ago
Last synced: 5 months ago
Files
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Readme
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Dependencies
requirements.txt
pypi
- Jinja2 ==3.1.2
- Markdown ==3.3.6
- MarkupSafe ==2.1.1
- Pillow ==9.1.0
- PyYAML ==6.0
- Pygments ==2.11.2
- QtPy ==2.0.1
- Send2Trash ==1.8.0
- Werkzeug ==2.1.1
- absl-py ==1.0.0
- aiohttp ==3.8.1
- aiosignal ==1.2.0
- argon2-cffi ==21.3.0
- argon2-cffi-bindings ==21.2.0
- astroid ==2.11.2
- asttokens ==2.0.5
- async-timeout ==4.0.2
- attrs ==21.4.0
- backcall ==0.2.0
- beautifulsoup4 ==4.11.1
- black ==22.3.0
- bleach ==5.0.0
- cachetools ==5.0.0
- certifi ==2021.10.8
- cffi ==1.15.0
- charset-normalizer ==2.0.12
- click ==8.1.2
- cycler ==0.11.0
- debugpy ==1.6.0
- decorator ==5.1.1
- defusedxml ==0.7.1
- dill ==0.3.4
- entrypoints ==0.4
- executing ==0.8.3
- fastjsonschema ==2.15.3
- fonttools ==4.32.0
- frozenlist ==1.3.0
- fsspec ==2022.3.0
- google-auth ==2.6.2
- google-auth-oauthlib ==0.4.6
- grpcio ==1.44.0
- idna ==3.3
- importlib-metadata ==4.11.3
- importlib-resources ==5.7.1
- ipykernel ==6.12.1
- ipython ==8.2.0
- ipython-genutils ==0.2.0
- ipywidgets ==7.7.0
- isort ==5.10.1
- jedi ==0.18.1
- joblib ==1.1.0
- jsonschema ==4.4.0
- jupyter ==1.0.0
- jupyter-client ==7.2.1
- jupyter-console ==6.4.3
- jupyter-core ==4.9.2
- jupyterlab-pygments ==0.2.2
- jupyterlab-widgets ==1.1.0
- kiwisolver ==1.4.2
- lazy-object-proxy ==1.7.1
- llvmlite ==0.38.0
- longstaff-schwartz ==0.1.1
- matplotlib ==3.5.1
- matplotlib-inline ==0.1.3
- mccabe ==0.7.0
- mistune ==0.8.4
- multidict ==6.0.2
- mypy-extensions ==0.4.3
- nbclient ==0.6.0
- nbconvert ==6.5.0
- nbformat ==5.3.0
- nest-asyncio ==1.5.5
- notebook ==6.4.11
- numba ==0.55.1
- numpy ==1.21.6
- oauthlib ==3.2.0
- packaging ==21.3
- pandas ==1.4.2
- pandocfilters ==1.5.0
- parso ==0.8.3
- pathspec ==0.9.0
- pexpect ==4.8.0
- pickleshare ==0.7.5
- platformdirs ==2.5.1
- prometheus-client ==0.14.1
- prompt-toolkit ==3.0.28
- protobuf ==3.20.0
- psutil ==5.9.0
- ptyprocess ==0.7.0
- pure-eval ==0.2.2
- pyDeprecate ==0.3.2
- pyasn1 ==0.4.8
- pyasn1-modules ==0.2.8
- pycparser ==2.21
- pylint ==2.13.4
- pyparsing ==3.0.7
- pyrsistent ==0.18.1
- python-dateutil ==2.8.2
- pytorch-lightning ==1.6.0
- pytz ==2022.1
- pyzmq ==22.3.0
- qtconsole ==5.3.0
- requests ==2.27.1
- requests-oauthlib ==1.3.1
- rsa ==4.8
- scikit-learn ==1.0.2
- scipy ==1.8.0
- six ==1.16.0
- sklearn ==0.0
- snakeviz ==2.1.1
- soupsieve ==2.3.2.post1
- stack-data ==0.2.0
- tensorboard ==2.8.0
- tensorboard-data-server ==0.6.1
- tensorboard-plugin-wit ==1.8.1
- terminado ==0.13.3
- threadpoolctl ==3.1.0
- tinycss2 ==1.1.1
- tomli ==2.0.1
- torch ==1.11.0
- torchaudio ==0.11.0
- torchmetrics ==0.7.3
- torchvision ==0.12.0
- tornado ==6.1
- tqdm ==4.64.0
- traitlets ==5.1.1
- typing-extensions ==4.1.1
- urllib3 ==1.26.9
- wcwidth ==0.2.5
- webencodings ==0.5.1
- widgetsnbextension ==3.6.0
- wrapt ==1.14.0
- yarl ==1.7.2
- zipp ==3.8.0