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ddoebel
2026-04-02 23:02:39 +00:00
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@@ -162,3 +162,14 @@ python src/data/ingestion/ingest_yahoo_options.py
```bash ```bash
cmake --build build --target docs 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))