Closed danielhstahl closed 6 years ago
The calibration can alter the parameters automatically given vectors of option prices and strike prices. it would be cool to have the actual option prices plotted on the charts as well. I think the questions are:
As an example, here is the apple stock vs "optimal" price:
There now exist Lambdas for calibration. See levy-functions. Need to rethink design to incorporate. Related issues: