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The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implied risk-neutral probability density function from observed option prices

Home Page: https://www.golddust.finance/

License: MIT License

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density-functional-theory hegde python quantitative-finance risk-management risk-neutral-probability

breeden-litzenberger-formula-for-risk-neutral-densities's Introduction

Hi there, Pavan Ananth here...!!

I'm a fullstack blockchain developer working with Ethereum dapps & NFT gaming 🖤

💥Life is just a hallucination caused by oxygen

  • ▶ Co-founder & CEO of Leptron ⏩ https://github.com/Leptron-Inc
  • ▶ Currently working on: ZK-SNARK & Unity based NFT(ERC-721 and ERC-1155) games.
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