Option Calculator using Black-Scholes model and Binomial model
Live streaming option chain for equity derivatives using Kite connect We...
Vanilla option pricing and visualisation using Black-Scholes model in pu...
A Python implementation of the rough Bergomi model.
Option pricing with various models (Black-Scholes, Heston, Merton jump d...
By means of stochastic volatility models
Functions, examples and data from the first and the second edition of "N...