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Add reference value tests for pricing algorithms #1

@pit-crew

Description

@pit-crew

I've added a test suite that validates pricing algorithms against independently-computed reference values. The tests cover:

  • Closed-form: Black-76, Bachelier, Merton jump-diffusion, Variance Gamma, SABR
  • Tree/lattice: Jarrow-Rudd, Tian, Trinomial (convergence to BSM)
  • Finite difference: Explicit, Implicit, Crank-Nicolson, PSOR
  • ADI (2D Heston): Douglas, Craig-Sneyd, Hundsdorfer-Verwer
  • Monte Carlo: Milstein, Quasi-MC (Sobol/Halton), MLMC, Importance Sampling
  • Regression approximation: POD, RBF, PCE, Sparse Grid
  • Machine learning: Neural SDE, Deep Hedging, Deep BSDE, PINNs

Each test validates against textbook reference prices, put-call parity, degenerate limits, and/or cross-method convergence.

The branch is available here: https://github.com/pit-crew/Quant-Kernel-fork/tree/add-refrence-tests

PRs appear to be disabled on this repo — happy to submit a PR if they're enabled, or feel free to cherry-pick the commit directly:

git remote add pit-crew https://github.com/pit-crew/Quant-Kernel-fork.git
git cherry-pick pit-crew/add-refrence-tests

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