Module black_scholes 

Black-Scholes option pricing with Edgeworth expansion for skew and kurtosis.

Provides vanilla BS pricing, moment-adjusted pricing, and Greeks computation. All functions are pure: no state, no IO, deterministic output.

Functions

adjusted_cdf 🔒

black_scholes

black_scholes_with_moments

calculate_greeks

normal_cdf 🔒

normal_pdf 🔒