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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 …
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Hello, I am writing with a small suggestion regarding the Qiskit Tutorial: 03 European Call Option Pricing.
I have noticed that inside this notebook the exact price of the European Call option is…
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Spread-options are particularly popular in commodity markets. A simple [Kirk's approximation](https://www.sciencedirect.com/science/article/pii/S0893965913001171) for European spread-option price unde…
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I'm trying to convert the following into something that is compatible with `python -m build ...`format.
Following #202, and #517, I tried this:
```bash
# Convert any of these:
python setup.p…
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Create CLI interface to interact with the library.
Something similar to
```sh
./qfm --asset --model black_scholes
```
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How am I supposed to calculate Black-Scholes-Merton option pricing now?
ohjay updated
7 years ago
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The [blackscholes numpy implementation in dpbench](https://github.com/adarshyoga/dpbench/blob/main/dpbench/benchmarks/black_scholes/black_scholes_numba_dpex_n.py) is ~26X slower than the corresponding…
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In the option chain API, the IV and Greek values are missing. Could you please advise on how I can obtain these values?
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When i deploy my django app with
`import py_vollib_vectorized` in my **views.py** file
My site will be crashed and when i watch the log it says:
> import py_vollib_vectorized
File "/venv/lib/py…
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Add to the model library a set of the American option approximations within Black-Scholes using
* Barone-Adesi and Whaley.
* Bjerksund and Stensland (1993 and 2002)