Numerical bounds for Edgeworth expansions
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Updated
Sep 3, 2024 - R
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edgeworth-expansion
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A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.
option-pricing asset-pricing black-scholes implied-volatility american-option risk-neutral-probability state-price-density risk-neutral edgeworth-expansion mixtrure-of-lognormal density-extraction
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May 30, 2025 - Python
This was a reading project in the course Large Sample Methods
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Updated
Dec 12, 2023
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