Paper · October 15, 2026
American Option Pricing Around Scheduled Earnings Announcements
A Kou Jump-Diffusion with an Event Jump, an IMEX Finite-Difference Solver, and Evidence from 2020 to 2025 Equity Option Chains.
Archive
| Year | Title | Stack | Link |
|---|---|---|---|
| 2026 | ISS real-time tracking dashboard | Streamlit, NASA SSC API, MIST 6380 | Open |
| Airline pricing demand model | ECON 7950, R to Python port | ||
| 2026 | American Option Pricing Around Scheduled Earnings Announcements | Kou jump-diffusion, IMEX finite differences | OpenCode on GitHub (opens in a new tab) |
| Vacation-rental booking and listing platform | Next.js | ||
| 2026 | Donor CRM and campaign social ETL | Folded into Exhibit F | Exhibit F |
- Year
- 2026
- Title
- ISS real-time tracking dashboard
- Stack
- Streamlit, NASA SSC API, MIST 6380
- Link
- Open
- Title
- Airline pricing demand model
- Stack
- ECON 7950, R to Python port
- Year
- 2026
- Title
- American Option Pricing Around Scheduled Earnings Announcements
- Stack
- Kou jump-diffusion, IMEX finite differences
- Link
- OpenCode on GitHub (opens in a new tab)
- Title
- Vacation-rental booking and listing platform
- Stack
- Next.js
- Year
- 2026
- Title
- Donor CRM and campaign social ETL
- Stack
- Folded into Exhibit F
- Link
- Exhibit F