## FFTOptionLib

[![PyPI Version](https://img.shields.io/pypi/v/fftoptionlib.svg)](https://pypi.python.org/pypi/fftoptionlib)
[![Build Status](https://travis-ci.org/arraystream/fftoptionlib.svg?branch=master)](https://travis-ci.org/arraystream/fftoptionlib)
[![Coverage Status](https://codecov.io/gh/arraystream/fftoptionlib/branch/master/graph/badge.svg)](https://codecov.io/gh/arraystream/fftoptionlib)


FFT-based Option Pricing Methods in Python

Some baseline methods evaluated in the following paper: 

### Gated Neural Networks for Option Pricing: Rationality by Design

Yongxin Yang, Yu Zheng, Timothy M. Hospedales

The Thirty-First AAAI Conference on Artificial Intelligence (AAAI 2017)

https://arxiv.org/abs/1609.07472

### Authors

ArrayStream (Yu Zheng, Ran Fan)

### Installation
```pip install fftoptionlib```

### Documentation

Please see our blog post on: [http://www.arraystream.com/blog/fft-based-option-pricing.html](http://www.arraystream.com/blog/fft-based-option-pricing.html)

### Contributing

Pull-request welcome!

## FFTOptionLib

[![PyPI Version](https://img.shields.io/pypi/v/fftoptionlib.svg)](https://pypi.python.org/pypi/fftoptionlib)
[![Build Status](https://travis-ci.org/arraystream/fftoptionlib.svg?branch=master)](https://travis-ci.org/arraystream/fftoptionlib)
[![Coverage Status](https://codecov.io/gh/arraystream/fftoptionlib/branch/master/graph/badge.svg)](https://codecov.io/gh/arraystream/fftoptionlib)


FFT-based Option Pricing Methods in Python

Some baseline methods evaluated in the following paper: 

### Gated Neural Networks for Option Pricing: Rationality by Design

Yongxin Yang, Yu Zheng, Timothy M. Hospedales

The Thirty-First AAAI Conference on Artificial Intelligence (AAAI 2017)

https://arxiv.org/abs/1609.07472

### Authors

ArrayStream (Yu Zheng, Ran Fan)

### Installation
```pip install fftoptionlib```

### Documentation

Please see our blog post on: [https://www.arraystream.com/fftoptionlib/](https://www.arraystream.com/fftoptionlib/)

### Contributing

Pull-request welcome!

Fix broken url in readme
Fix broken url in readme
