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Status](https://codecov.io/gh/arraystream/fftoptionlib/branch/master/graph/badge.svg)](https://codecov.io/gh/arraystream/fftoptionlib)\n\n\nFFT-based Option Pricing Methods in Python\n\nSome baseline methods evaluated in the following paper: \n\n### Gated Neural Networks for Option Pricing: Rationality by Design\n\nYongxin Yang, Yu Zheng, Timothy M. Hospedales\n\nThe Thirty-First AAAI Conference on Artificial Intelligence (AAAI 2017)\n\nhttps://arxiv.org/abs/1609.07472\n\n### Authors\n\nArrayStream (Yu Zheng, Ran Fan)\n\n### Installation\n```pip install fftoptionlib```\n\n### Documentation\n\nPlease see our blog post on: [https://www.arraystream.com/fftoptionlib/](https://www.arraystream.com/fftoptionlib/)\n\n### Contributing\n\nPull-request welcome!\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Farraystream%2Ffftoptionlib","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Farraystream%2Ffftoptionlib","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Farraystream%2Ffftoptionlib/lists"}