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Idriss-Afra / Stochastic-Volatility-Inspired-Model

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This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

python jupyter-notebook derivatives option-pricing black-scholes implied-volatility equity-options svi volatility-modeling option-pricing-calculator volatility-smile quant-finance volatility-modelling volatility-surface arbitrage-free-pricing black-scholes-model option-pricing-theory arbitrage-free svi-implied-volatility
  • Updated Mar 18, 2026
  • Jupyter Notebook

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