Hunting for Smiles

Implied Volatility Smile under the Jump Diffusion Model

The aim of this project is to study the behaviour of the option smile in the context of the Jump Diffusion Model.

Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
Applied_Num_Finance_Report.pdf		Applied_Num_Finance_Report.pdf
README.md		README.md
source_code.ipynb		source_code.ipynb