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dupire

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Idriss-Afra / Local-Volatility-Model

This project aims to strip the Equity Local Volatility surface and implement the associated PDE pricing method.

python jupyter-notebook derivatives option-pricing pde implied-volatility equity-options pde-solver derivatives-pricing svi options-pricing volatility-modeling option-pricing-calculator quant-finance volatility-surface local-volatility-model local-volatility dupire

Updated Mar 18, 2026
Jupyter Notebook

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