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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: 5 months ago
First release: 5 months ago
Downloads: 43 last month
Stars: 103 on GitHub
Forks: 22 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 21 days ago