PrototypeCommon
vicaws/arbitragerepair
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
- Owner
- vicaws (personal account)
- Stars
- Stars: 128
- Forks
- Forks: 30
- Language
- Jupyter Notebook
- License
- MIT
- Created
- 2020
- Tier
- Prototype (100 to 249 ★) What this tier means
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