[PRE REVIEW]: greeks: Sensitivities of Prices of Financial Options and Implied Volatilities

[editorialbot]

Submitting author: !--author-handle-->@ahudde<!--end-author-handle-- (Anselm Hudde) Repository: https://github.com/ahudde/greeks Branch with paper.md (empty if default branch): Version: 1.2.0 Editor: !--editor-->@csoneson<!--end-editor-- Reviewers: @lrnv, @bahung Managing EiC: Olivia Guest

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Thanks for submitting your paper to JOSS @ahudde. Currently, there isn't a JOSS editor assigned to your paper.

@ahudde if you have any suggestions for potential reviewers then please mention them here in this thread (without tagging them with an @). You can search the list of people that have already agreed to review and may be suitable for this submission.

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[editorialbot]

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[editorialbot]

Software report:

github.com/AlDanial/cloc v 1.88  T=0.03 s (1085.0 files/s, 122353.5 lines/s)
-------------------------------------------------------------------------------
Language                     files          blank        comment           code
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R                               16            412            400           1942
C++                             13             57            345            347
Markdown                         3             69              0            197
TeX                              1              8              0             51
YAML                             1              1              4             18
Rmd                              1             21             71              4
-------------------------------------------------------------------------------
SUM:                            35            568            820           2559
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gitinspector failed to run statistical information for the repository

[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1007/s11009-023-10014-5 is OK

MISSING DOIs

- 10.1007/978-1-4419-9230-7_2 may be a valid DOI for title: Options, futures, and other derivatives

INVALID DOIs

- None

[editorialbot]

Wordcount for paper.md is 483

[oliviaguest]

@sbenthall if you have capacity, this might be up your street? :blush:

[editorialbot]

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

[oliviaguest]

@sbenthall ?

[arfon]

@editorialbot invite @sbenthall as editor

[editorialbot]

Invitation to edit this submission sent!

[arfon]

@editorialbot generate pdf

[editorialbot]

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

[editorialbot]

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⚠️ Note to editors: If these papers look like they might be a good match, click through to the review issue for that paper and invite one or more of the authors before before considering asking the reviewers of these papers to review again for JOSS.

[sbenthall]

Sorry, I don't have capacity to edit this submission.

On Wed, Sep 27, 2023, 6:50 AM The Open Journals editorial robot < @.***> wrote:

Invitation to edit this submission sent!

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/5768#issuecomment-1737159262, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAAQZEBJPSEWCMZP2NU7UTTX4QAFVANCNFSM6AAAAAA3VNDRWY . You are receiving this because you were mentioned.Message ID: @.***>

[oliviaguest]

@jbytecode @csoneson do you have capacity for this? :blush:

[jbytecode]

@oliviaguest - I prefer to wait to hear from @csoneson as I am not really available. In the worst-case scenario, I can take care of this.

[csoneson]

Sure, I can give it a go 🙂

[csoneson]

@editorialbot assign @csoneson as editor

[editorialbot]

Assigned! @csoneson is now the editor

[csoneson]

👋🏻 @ahudde - I will handle your submission and start by finding at least two suitable reviewers. If you have suggestions (e.g. based on the list mentioned in the first post, please feel free to mention them here.

[ahudde]

Dear @csoneson,

Thank you very much for being editor for my submission. I do not have suggestions, but I could suggest some reviewers if this helps your work.

[csoneson]

👋🏻 @rmcd1024, @ArdiaD, @syoh - would you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities (https://github.com/openjournals/joss-reviews/issues/5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

[ArdiaD]

Sorry @csoneson ; already declined another review last week becaure under water here.

[csoneson]

@ArdiaD - no worries, thanks for the quick response!

[rmcd1024]

@csoneson I've never reviewed for JOSS --- what turnaround are you looking for? Is it just a matter of going through the checklist?

On Fri, Oct 13, 2023 at 9:23 AM Charlotte Soneson @.***> wrote:

👋🏻 @rmcd1024 https://github.com/rmcd1024, @ArdiaD https://github.com/ArdiaD, @syoh https://github.com/syoh - would you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities (#5768 https://github.com/openjournals/joss-reviews/issues/5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/5768#issuecomment-1761608503, or unsubscribe https://github.com/notifications/unsubscribe-auth/ACBGHVKLAMUR6KY2AU3UCT3X7FFEVANCNFSM6AAAAAA3VNDRWY . You are receiving this because you were mentioned.Message ID: @.***>

[csoneson]

@rmcd1024 We usually ask reviewers to provide an initial assessment within 2-3 weeks. In many cases it may be easier to raise points and provide comments in the associated GitHub issue as one goes through the submission, rather than posting all comments in one go. The checklist contains the aspects that we ask reviewers to check for in the submission - some of the points can be quickly checked, but others of course involve installing and testing the software.

[syoh]

@csoneson, thanks for the invitation. I have been wanting to do a review for JOSS. Unfortunately, my hands are full until next April, but I am happy to review something then.

[csoneson]

@rmcd1024 - given the additional information below, would you be available to review this submission for JOSS?

@rmcd1024 We usually ask reviewers to provide an initial assessment within 2-3 weeks. In many cases it may be easier to raise points and provide comments in the associated GitHub issue as one goes through the submission, rather than posting all comments in one go. The checklist contains the aspects that we ask reviewers to check for in the submission - some of the points can be quickly checked, but others of course involve installing and testing the software.

[csoneson]

👋🏻 @borab96, @lrnv - would you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities (https://github.com/openjournals/joss-reviews/issues/5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

[lrnv]

@csoneson Yep i'll take it :)

[csoneson]

@lrnv Awesome, thanks :) As soon as we have secured one more reviewer I'll open the review issue.

[csoneson]

@editorialbot add @lrnv as reviewer

[editorialbot]

@lrnv added to the reviewers list!

[rmcd1024]

@csoneson Apologies for being slow to respond. I have to decline but thank you for the invitation. I will probably leave some comments for the author on the github site.

On Thu, Oct 19, 2023 at 4:23 AM The Open Journals editorial robot < @.***> wrote:

@lrnv https://github.com/lrnv added to the reviewers list!

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/5768#issuecomment-1770414021, or unsubscribe https://github.com/notifications/unsubscribe-auth/ACBGHVMNV6HYIWT7CVA2XPTYADWSFAVCNFSM6AAAAAA3VNDRW2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTONZQGQYTIMBSGE . You are receiving this because you were mentioned.Message ID: @.***>

[csoneson]

@rmcd1024 no worries, thanks for your reply!

[csoneson]

👋🏻 @bahung, @edrictam - would one of you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities (https://github.com/openjournals/joss-reviews/issues/5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

[bahung]

It is okayOn Oct 25, 2023 16:19, Charlotte Soneson @.***> wrote: 👋🏻 @bahung, @edrictam - would one of you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities (#5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged. JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html. Thanks in advance!

—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you were mentioned.Message ID: @.***>

[csoneson]

@bahung Thank you! I will assign you and start the review issue

[csoneson]

@editorialbot add @bahung as reviewer

[editorialbot]

@bahung added to the reviewers list!

[csoneson]

@editorialbot start review

[editorialbot]

OK, I've started the review over in https://github.com/openjournals/joss-reviews/issues/5987.