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cev-model

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Diljit22 / optpricing

Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)

fast-fourier-transform option-pricing stochastic-differential-equations jump-diffusion variance-reduction black-scholes monte-carlo-methods implied-volatility derivatives-pricing hyperbolic sabr-model cgmy heston-stochastic-volatility kou-jump-diffusion bates-model carr-madan cev-model

Updated Jul 28, 2025
Python

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