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Python code for array based option pricing (Cox-Ross-Rubinstein crr.py), and simulation (qm.py for options, nlvar.py for markets).

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Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
README		README
README.md		README.md
crr.py		crr.py
nlvar.py		nlvar.py
qm.py		qm.py
sigmarunner.py		sigmarunner.py

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crr

Python code for array based option pricing (Cox-Ross-Rubinstein crr.py), and simulation (qm.py for options, nlvar.py for markets).

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Python code for array based option pricing (Cox-Ross-Rubinstein crr.py), and simulation (qm.py for options, nlvar.py for markets).

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