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Longstaff-schwartz

Latest version: v0.2.0

The latest version of longstaff-schwartz with no known security vulnerabilities is 0.2.0. We recommend installing version 0.2.0.

The information on this page was curated by experts in our Cybersecurity Intelligence Team.

Latest release
v0.2.0 at Nov. 10, 2022
License
MIT (MIT License)

Description

A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights and American options.

Resources

Vulnerabilities

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No known vulnerabilities found

Versions (3)

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Has known vulnerabilities

  • 0.2.0
  • 0.1.1
  • 0.1.0