[docs] BS or Jump difusion model ?

ahudde / greeks

Sensitivities of Prices of Financial Options and Implied Volatilites

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[docs] BS or Jump difusion model ? #9

Closed lrnv closed 11 months ago

lrnv commented 11 months ago

Reading the paper i understood that not all your work is based on BS, some functions uses jump difusion models (so different hypotheses sets am i right ?) If so, it wiould be nice that EVERY page of the documentation clearly states under which it stands...

ahudde commented 11 months ago

Good point, I clarified the assumptions in the description.