Closed-form European call option pricing surface. The Z-axis shows option value V(S,T) computed via V = S·N(d1) - K·e^(-rT)·N(d2). Surface color encodes Delta.
Implied volatility surface from the Heston model showing the classic smile/smirk. Adjust κ, θ, ξ, ρ to reshape the surface.
Modified Lorenz system modeling market chaos: mean reversion, momentum, and volatility clustering. Trajectory color encodes time evolution. Integrated via RK4.
Risk-return landscape with Sharpe ratio as the Z-axis. Random portfolios shown as scatter, with the efficient frontier curve and Capital Market Line plane highlighted.
Trading opportunity landscape mapping market volume, model confidence, and expected edge. Points represent potential trades; color encodes market category.
Black-Scholes option sensitivities rendered as 3D surfaces. Select a Greek to visualize how it varies across stock price and time to expiry.