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Quant Analytics documentation

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Quant Analytics documentation

Contents:

Getting Started
User guide
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- Analytics
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  - European option pricing in closed form and Monte-Carlo
  - Maxsoft and heavyside function approximation
- Calculators
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  - European option calculator
- Examples
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quant_analytics_torch
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- quant_analytics_torch package
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Analytics#

Example of analytics

EuropeanOptionPricing

Example of pricing a European option

Maxsoft

Maxsoft and heavyside function approximation

European option pricing in closed form and Monte-Carlo

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