static-arbitrage

Here are 2 public repositories matching this topic...

Prasanna-K-123 / volatility-surface-model-risk

BTC options research covering SVI volatility-surface calibration, holdout baselines, static-arbitrage diagnostics, calendar consistency, and hedging model risk.

python options calibration derivatives quantitative-finance hedging bitcoin-options svi volatility-surface model-risk static-arbitrage

Updated Sep 3, 2026
Python

adamlpolansky / heston-volatility-surface-lab

Star

Deterministic Heston/SSVI volatility-surface research with quote validation, calibration, static-arbitrage diagnostics and synthetic evidence.

python pytest quantitative-finance numerical-methods heston-model options-pricing volatility-surface ssvi static-arbitrage

Updated Aug 27, 2026
Python

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