https://github.com/diljit22/optpricing

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

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

Last synced: 17 Mar 2026