Levy Jump Diffusion Option Pricer

Price and calibrate options under LÃ©vy / jump-diffusion models (Merton, Kou, Variance-Gamma, CGMY, NIG) via characteristic-function Fourier methods (Carr-Madan, COS), capturing the volatility smile that Black-Scholes cannot.

Category Other Specialist WorkflowsReview status Not yet verifiedInstallation Pending host tests

Example

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$1 per useOne instruction delivery in your agent; no file download.$19.99 one-skill licenseOne-time purchase. Local use under your license.$39.99/month all accessApproved, available skills while subscribed.

$39.99 per month, renews monthly until canceled. Any trial and first charge are shown at checkout; cancel before renewal to avoid next charge. Access follows the paid period. Pricing is planned; no payment is accepted for this skill yet.

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