From 0174a9b38c05ab6d02a9f5b6323ed48907be843c Mon Sep 17 00:00:00 2001 From: ddoebel Date: Thu, 2 Apr 2026 23:02:39 +0000 Subject: [PATCH] Update README.md Add references to further analysis --- README.md | 11 +++++++++++ 1 file changed, 11 insertions(+) diff --git a/README.md b/README.md index f95b614..da227ed 100644 --- a/README.md +++ b/README.md @@ -162,3 +162,14 @@ python src/data/ingestion/ingest_yahoo_options.py ```bash cmake --build build --target docs ``` +## 📚 Further Analysis + +A more detailed discussion of numerial stability, implied volatility inversion, and calibration challenges is available here + +👉 [Project blog](https://notes.ddoebel.de/public-folder/Option-Pricing-Engine) + +This includes deeper analysis of: +- implied volatility instability from raw market data +- calibration challenges under noisy inputs +- numerical experiments and diagnostics +(see in particular [Observations and further analysis](https://notes.ddoebel.de/public-folder/Option-Pricing-Engine#-observations-and-further-analysis))