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My goal is to compute american option prices with discrete dividends on a specific date. The example provided for American options does not indicate how could this be done.
```
# Define the coordi…
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Python query string can not use a python `float` as a `double` in a query string.
First run this code:
```python
""" Setup the risk management example. """
import math
import numpy as np
…
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I'm trying to fit a vanilla Black-Scholes model as follows:
```python
import numpy as np
import pandas as pd
import plotnine as pn
import torch
from kan import create_dataset
device = tor…
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https://blog.arxiv.org/2022/02/17/new-arxiv-articles-are-now-automatically-assigned-dois/ states:
> As of Feb 2022, all arXiv articles now have DOIs.
and
> Making article metadata available in [D…
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**Is your feature request related to a problem? Please describe.**
The risk graph functionality within the OptiTrade tool currently presents a limitation by only displaying profits for four predeterm…
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# Lines of code
https://github.com/code-423n4/2023-08-dopex/blob/eb4d4a201b3a75dd4bddc74a34e9c42c71d0d12f/contracts/perp-vault/PerpetualAtlanticVault.sol#L314-L369
# Vulnerability details
## Impac…
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# Lines of code
https://github.com/code-423n4/2023-08-dopex/blob/main/contracts/perp-vault/PerpetualAtlanticVault.sol#L333
https://github.com/code-423n4/2023-08-dopex/blob/main/contracts/perp-vault/P…
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### Motivation
The motivation for this discussion stems from several requests to include native code for compute-intensive operations, such as cryptographic operations. https://github.com/solana-labs…
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What are 'b' and 'pricing function' arguments for numerical greeks and how do you pass them as arguments? My understanding is you should be using numerical_delta() instead of analytical delta function…