pypi.org : arbitragerepair
Model-free algorithms of detecting and repairing spread, butterfly and calendar arbitrages in European option prices.
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purl: pkg:pypi/arbitragerepair
Keywords:
option
, arbitrage
, quantitative finance
, data cleansing
, asset pricing
License: MIT
Latest release: over 1 year ago
First release: over 1 year ago
Downloads: 45 last month
Stars: 116 on GitHub
Forks: 25 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 29 days ago
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