Neural network option pricing with Heston/COS benchmarks, PINNs, and no-arbitrage diagnostics.
SPX implied-vol surfaces: parity-implied forwards, quasi-explicit SVI calibration, Gatheral no-arbitrage diagnostics
Implied volatility surface from a live SPY chain: robust IV inversion, per-slice SVI vs globally arbitrage-free SSVI, with Durrleman butterfly and calendar checks. Interactive, offline-capable.
Implied volatility surface from real SPY option chains, with smile/skew analysis, no-arbitrage checks, and an interactive Plotly + Streamlit dashboard.
Arbitrage-free implied volatility surfaces on SPY options: raw SVI, constrained SVI and SSVI, butterfly/calendar arbitrage audit, Dupire local vol and barrier pricing under local vs flat vol. Tested, CI on Python 3.11–3.13.
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