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Accelerating American Option pricing using numpy
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NumPy is a library for the Python programming language, adding support for large, multi-dimensional arrays and matrices, along with a large collection of high-level mathematical functions to operate on these arrays. The core functionality of NumPy is its "ndarray", for n-dimensional array, data structure. Such arrays are views into memory buffers allocated by C/C++, Cython, and Fortran extensions to the CPython interpreter without the need to copy data around, giving a degree of compatibility with existing numerical libraries. This functionality is exploited by the SciPy package, which wraps a number of such libraries. NumPy has built-in support for memory-mapped ndarrays.
NumPy is a library for the Python programming language, adding support for large, multi-dimensional arrays and matrices, along with a large collection of high-level mathematical functions to operate on these arrays. The core functionality of NumPy is its "ndarray", for n-dimensional array, data structure. Such arrays are views into memory buffers allocated by C/C++, Cython, and Fortran extensions to the CPython interpreter without the need to copy data around, giving a degree of compatibility with existing numerical libraries. This functionality is exploited by the SciPy package, which wraps a number of such libraries. NumPy has built-in support for memory-mapped ndarrays.
Accelerating American Option pricing using numpy
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