# nl2992/fourier-option-pricer

<https://repo.masters-masters.com/en/repos/nl2992/fourier-option-pricer>

[Home](https://repo.masters-masters.com/en) › [nl2992](https://repo.masters-masters.com/en/owners/nl2992) › [fourier-option-pricer](https://repo.masters-masters.com/en/repos/nl2992/fourier-option-pricer)

nl2992/fourier-option-pricer has 169 stars on GitHub. Its RepoMasters card: Prototype tier. Research-grade Python library for characteristic-function option…

| Field | Value |
| --- | --- |
| Owner | [nl2992](https://repo.masters-masters.com/en/owners/nl2992) |
| Stars | 169 |
| Forks | 17 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | MIT |
| Created | 2026 |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [nl2992/fourier-option-pricer](https://github.com/nl2992/fourier-option-pricer) |

## Repository

Research-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier engines and reproducible benchmarks.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.