DeFiMath is open-source, high-performance Solidity library for Ethereum smart contract development
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May 22, 2026 - JavaScript
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option-pricing
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Options Pricing Project
python neural-network reactjs model monte-carlo-simulation option-pricing binomial-model quantitive-finance quantitative-trading blackscholes options-trading
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Jul 28, 2025 - JavaScript
High-performance Python engine implements Fourier-based option pricing, volatility surface calibration, and risk analytics. It features six stochastic models—including Heston and CGMY—ensuring martingale consistency. Utilizing Carr-Madan FFT and COS methods, it delivers precise Greeks and VaR/CVaR metrics.
python fft option-pricing quantitative-finance numerical-integration black-scholes fourier-transform financial-mathematics heston-model derivatives-pricing characteristic-functions stochastic-volatility carr-madan risk-neutral-valuation lewis-method
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Mar 14, 2026 - JavaScript
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