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federicomariamassari/willowtree

By federicomariamassari

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

GitHub Python MIT License Updated 28 May 2026

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368

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Forks

40

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License

MIT License

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Type

Python

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About this open-source project

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Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

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Default Branch

master

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Open Issues

1

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Watchers

368