Metadata-Version: 1.2
Name: pryce
Version: 0.2
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 
        =================================================================================
        Soeren Wolfers (soeren.wolfers@gmail.com)
                 
        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
Requires-Python: >=3.6
