Metadata-Version: 1.0
Name: pryce
Version: 0.1
Summary: Option pricing
Home-page: https://github.com/soerenwolfers/pryce
Author: Soeren Wolfers
Author-email: soeren.wolfers@gmail.com
License: UNKNOWN
Description: pryce: A Python toolkit for American option pricing 
        =================================================================================
        :Author: Soeren Wolfers <soeren.wolfers@gmail.com>
        :Organization: King Abdullah University of Science and Technology (KAUST)
                 
           This package contains implementations of the algorithm presented in
        
           Bayer C., Tempone R., Wolfers S. (2019). `Pricing American Options by Exercise Rate Optimization`__.
        
           and of the Longstaff--Schwartz algorithm.
        
           Install with `pip install pryce`
        
           See `examples.py` for usage
        
           .. __: https://arxiv.org/abs/1809.07300
        
        
Platform: UNKNOWN
