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Author:
None
License:
MIT
Summary:
Fourier-based European option pricing with Carr-Madan FFT, FRFT, and COS under characteristic-function models.
Latest version:
0.5.1
Required dependencies:
matplotlib
|
numpy
|
pyfeng
|
scipy
|
statsmodels
Optional dependencies:
build
|
hypothesis
|
ipykernel
|
jupyter
|
mypy
|
nbformat
|
nbmake
|
pandas
|
pyperf
|
pytest
|
pytest-cov
|
ruff
|
twine
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