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Risk-neutral density-based option pricing
=========================================

Econometrics of Autoregressive Gamma Processes

Documentation
-------------

`Documentation <http://rndensity.readthedocs.org/en/latest/>`_

Requirements
------------

- `impvol <https://github.com/khrapovs/impvol>`_

Installation
------------

::

	pip install git+git://github.com/khrapovs/rndensity

Risk-neutral density-based option pricing
=========================================

Code basse for 

- `Khrapov (2015) "Option Pricing via Risk-NeutralDensity Forecasting" <https://sites.google.com/site/khrapovs/Khrapov-2014-Risk-neutral-density.pdf>`_

Documentation
-------------

`Documentation <http://rndensity.readthedocs.org/en/latest/>`_

Requirements
------------

- `impvol <https://github.com/khrapovs/impvol>`_

Installation
------------

::

	pip install git+git://github.com/khrapovs/rndensity

Add link to the paper
Add link to the paper
