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Here is a code snippet to calculate the option price and greeks using Black Scholes method. We can also look into other methods like Binomial mthod.
```
import numpy as np
from scipy.stats import…
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The hyphen between page range is not showing after running lualatex. For example 123-125 is shown as 123125. Also hyphen is omitted in compound words e.g Black-Scholes is shown as BlackScholes in tex…
ay111 updated
3 weeks ago
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https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
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El trabajo describe detalladamente la opción de compra RTX Sep 2024 117.000 Call y realiza cálculos utilizando tanto el modelo de Black-Scholes como el modelo binomial. Sin embargo, aunque se aplica e…
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Intel has a nice benchmark for dask.array and Black Scholes here: https://github.com/IntelPython/BlackScholes_bench . We might want to use this as a benchmark to improve scheduler, optimization, and …
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Was running the test set and found out that black_scholes doesn't work on my laptop.
``` bash
> ./black_scholes
device: HD Graphics 4000
libc++abi.dylib: terminating with uncaught exception of type b…
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https://www.melonsblog.cn/2020/02/reading-56-black-scholes-merton-model.html#more
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### Bug description
I can't get it to create a named equation while also referencing it.
### Steps to reproduce
Here are several possible attempts. All of them produce the wrong result:
T…
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`from py_vollib.black_scholes_merton import black_scholes_merton`
raises
`ModuleNotFoundError: No module named '_testcapi'`
Python 3.11.7
py-vollib 1.0.1
Issue mentioned els…
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Hi,
I'm currently trying to use DeepXDE to solve the Black-Scholes equation for one space dimension and then higher ones after that. It is as follows:
**Black-Scholes Equation**
$$\frac{\partial …