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state-price-density

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Zhongjun-Qu / State-Price-Density

Sieve estimation of state price density implied by option prices

option-pricing density-estimation hermite-polynomials risk-neutral-probability state-price-density

Updated Apr 8, 2022

Nikhilkohli1 / Quantitative-Finance-Options-Pricing

Implementation of Black Scholes & State Price Density for Option Pricing in Python

python black-scholes options-pricing state-price-density

Updated Jul 23, 2020
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