semvec/pypi-packages huggingface dataset:
pryce 0.3.1
Option pricing
Requires Python: >=3.6

pryce: A Python toolkit for American option pricing 
=================================================================================
Soeren Wolfers (soeren.wolfers@gmail.com)
         
This package contains implementations of the Exercise Rate Optimization 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