Research-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier engines and reproducible benchmarks.
nl2992/fourier-option-pricer has 192 GitHub stars. It gained 0 stars over 2 recorded days in the last 7 days (snapshots through Jul 6, 2026).
It currently ranks #41648 daily, #41718 weekly, #42471 monthly by momentum on Trending Repos; its best-ever rank is #4567.
Trending Repos first recorded it on Jun 14, 2026.
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| 0 | 192 | 0 | |
| 0 | 192 | 0 |