Closed jmholzer closed 1 year ago
Create function for interpolation of discrete implied volatility values.
Use one interpolation method, method depends on outcome of https://github.com/jmholzer/probabilistic-pdfs/issues/1.
interpolating using cubic spline method within interp1d
Create function for interpolation of discrete implied volatility values.
Use one interpolation method, method depends on outcome of https://github.com/jmholzer/probabilistic-pdfs/issues/1.