andreevnick / robust-financial-portfolio-management-framework

Robust framework for derivative pricing and portfolio evaluation
Apache License 2.0
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Estimate precision #4

Open doctormee opened 3 years ago

doctormee commented 3 years ago

Description

Add upper bounds for Lipschitz constants / precision of calculations, return those estimates.

doctormee commented 3 years ago

Also need to estimate structural stability threshold (p)

doctormee commented 3 years ago