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AlphaUncommon

federicomariamassari/willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Owner
federicomariamassari (personal account)
Stars
Stars: 390
Forks
Forks: 41
Language
Python
License
MIT
Created
2017
Topics
willow-treestandard-brownian-motionpython-3derivatives-pricingfinancial-engineering
Tier
Alpha (250 to 699 ★) What this tier means
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