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# Python_Option_Pricing
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A libary to price financial options using closed-form solutions written in Python. MIT License.
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## Includes
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1. European Options: Black-Scholes, Black76, Merton, Garman-Kohlhagan;
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2. Spread Options: Kirk's Approximation, Heat Rate Options;
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3. American Options: Bjerksund-Stensland
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4. Implied Volatility
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5. Asian Options
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