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federicomariamassari/willowtree

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

1 awesome list

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Stars
381
Forks
42
Open issues
1
Commits
117

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Latest capture 2026-08-16 03:02

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+13
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4

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Topics

#derivatives-pricing #financial-engineering #python-3 #standard-brownian-motion #willow-tree

Metadata

Language
Python
License
MIT
Default branch
master
Created
2017-10-06
First commit
2017-10-06
Last pushed
2018-07-14
GitHub updated
2026-07-30
Last synced
2026-08-16 03:02
Stack scanned
2026-08-16 03:02
Archived
No
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4 observed captures since 2026-06-19. Observed captures are shown by default.

Stars from first capture +13

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