QuantLab
Option pricing, numerical methods & computational finance.
Compare analytical, lattice and stochastic pricing methods under identical market assumptions.
Research Workstation
American Option Surface Atlas
Explore American put pricing across the full state-time domain. Compare CRR, projected Crank–Nicolson and PINN approximations, inspect free-boundary geometry, and follow the PINN error landscape through training.
Run the models to compare pricing methods.