Option-Pricing Model

Does anyone have a option-pricing model that I can use to analyze how to hedge a portfolio? Preferably a Black-Scholes with some added bells and whistles for sensitivity analysis for a portfolio of stocks, funds etc.

I know there are some good ones out there and I would like to avoid building one from scratch.

Please PM me if you have one and I will give you my e-mail.

Thanks a bunch

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nickcab

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Option-Pricing Model

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