nl2992 / fourier-option-pricerView on GitHub
Research-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier engines and reproducible benchmarks.
190Jun 10, 2026Updated this week

Alternatives and similar repositories for fourier-option-pricer

Users that are interested in fourier-option-pricer are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.

Sorting:

Are these results useful?