friedgab
commented
1 year ago Flat extrapolation should be enough for now, even if it introduces arbitrage. We may improve it later, when we will look into more advanced topics.
Open action87 opened 1 year ago
friedgab
commented
1 year ago Flat extrapolation should be enough for now, even if it introduces arbitrage. We may improve it later, when we will look into more advanced topics.
currently the nearest point used for extrapolation out of the marked volGrid, it should be linear or even better