Option Pricing Models and Volatility Using Excel-VBA

A Comparison of GARCH Option Pricing Models: An empirical comparison of GARCH option pricing models using Bayesian inference and implied calibration

Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Volatility Surface Construction

Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture

A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances