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waifod / quant_finance_models

Project containing the implementations of quantitative finance models
MIT License
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Extend Black-Scholes model to handle Put Options #63

Closed waifod closed 1 year ago

waifod commented 1 year ago

This PR addresses issue https://github.com/Waifod/quant_finance_models/issues/58.

Currently the Black-Scholes model implementation only handles Call Options and has no safeguards against being called for unsupported asset types.

This change introduces such safeguards and extends Black-Scholes to handle both Call Options and Put Options.