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LRU Cache-optimized recursive stock option calculators utilizing Python.

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Put.py

  1. Ensure Python can be run in the directory this sits and place input files in the same directory.
  2. Run the American call option pricer: python put.py <INPUTFILE>

Call.py

  1. Ensure Python can be run in the directory this sits and place input files in the same directory.
  2. Run the Asian put option pricer: python call.py <INPUTFILE>

Inputs.txt

Input file must follow format as seen in inputs.txt:

risk-free interest rate,time in years,timesteps,sigma (volatility of returns),spot price,strike price

Note: each field is tab-separated

Note: to test multiple inputs: press enter (add a new line character) at the end of each line of input as seen in inputs.txt

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LRU Cache-optimized recursive stock option calculators utilizing Python.

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