DOC: Fix typo in Heston equation

pfnet-research / pfhedge

PyTorch-based framework for Deep Hedging

http://pfnet-research.github.io/pfhedge/

MIT License

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DOC: Fix typo in Heston equation #184

Closed ghost closed 3 years ago

ghost commented 3 years ago

dt is missing in the second equation. Appreciate a PR fixing this!

kadatatlukishore commented 3 years ago

Hello @simaki would like to do this. Could you please brief this up for me ?

ghost commented 3 years ago

Sure, thank you a lot!

The thing is, docstring of generate_heston should be fixed because dt is missing in the first term of the left-hand side of the second equation.

https://en.wikipedia.org/wiki/Heston_model#Basic_Heston_model

kadatatlukishore commented 3 years ago

Thanks a lot @simaki , Please review the PR and let me know if the change is not correct

ghost commented 3 years ago

Thanks a lot!! I appreciate it if you could also resolve other good-first-issue's because I'm looking to merge this along with other small fixes/enhancements.