search

AnthonyBradford / optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)
https://anthonybradford.github.io/optionmatrix/
GNU General Public License v3.0
198 stars 45 forks source link

Update TurnbullWakemanAsian.c #2

Closed scchess closed 8 years ago

scchess commented 8 years ago

Fixed division by zero. The first moment should be 1 if the cost-of-carry is zero. This is also consistent to the Complete Guide To Option Pricing book.

scchess commented 8 years ago

Anthony, please take a look! I believe you've missed the check.

AnthonyBradford commented 8 years ago

Thanks Ted. I will take a look.