PrototypeCommon
nl2992/fourier-option-pricer
Research-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier engines and reproducible benchmarks.
- Owner
- nl2992 (personal account)
- Stars
- Stars: 169
- Forks
- Forks: 17
- Language
- Jupyter Notebook
- License
- MIT
- Created
- 2026
- Tier
- Prototype (100 to 249 ★) What this tier means
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