This repository is part of ongoing research focused on pricing Bitcoin options using mathematical models. The aim is to compare the performance of these models against market-standard option pricers and to analyze their relevance in accurately pricing Bitcoin derivatives, known for their high volatility.

• Black-Scholes Model: Fully implemented and tested.
• Heston Model: Currently under development to incorporate stochastic volatility and evaluate its potential for improving pricing accuracy in high-volatility environments.

1. Compare the effectiveness of the Black-Scholes and Heston models in pricing Bitcoin options.
2. Assess the extent to which the Heston model can address the limitations of the Black-Scholes model, particularly in handling the elevated volatility observed in cryptocurrency markets.
3. Benchmark these models against existing market-standard option pricers.