risk-neutral

OIPD computes the probabilities of an asset's future price as implied by the options market.

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.

Mathematics of options in C++ — a multi-model engine for option-implied, risk-neutral stock-price distributions with honest uncertainty bands.

A lightweight C++ tool that prices European call and put options using the Black–Scholes formula, computes all key Greeks (Δ, Γ, Θ, Vega, Rho), and lets you run quick ATM/ITM/OTM scenario checks—all via a simple command‑line interface.

Price European options by Monte Carlo in R, C++ and Python: risk-neutral GBM with antithetic variates, benchmarked against closed-form Black-Scholes

Arbitrage-free implied volatility surfaces on SPY options: raw SVI, constrained SVI and SSVI, butterfly/calendar arbitrage audit, Dupire local vol and barrier pricing under local vs flat vol. Tested, CI on Python 3.11–3.13.