willowtree - 用于衍生品定价的鲁棒且灵活的 willow tree lattice Python 实现

willowtree - 用于衍生品定价的鲁棒且灵活的 willow tree lattice Python 实现

github.com

GitHub - federicomariamassari/willowtree: Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. - federicomariamassari/willowtree
- willowtree - 用于衍生品定价的鲁棒且灵活的 willow tree lattice Python 实现。