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Author:
Cormac Kinsella
License:
MIT
Summary:
A signature-based primal-dual engine for pricing American options.
Latest version:
0.2.5
Required dependencies:
iisignature
|
joblib
|
numpy
|
pandas
|
pandas_market_calendars
|
scikit-learn
|
scipy
|
xgboost
|
yfinance
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