Great project ynouri! I am really thankful since this project helped me a lot with my final project.
I have a quick question. I saw you multiply the lognormal vol by 100 and normal vol by 10000 in the "fit" function so that the input parameter v_sln also needs to be scaled. Is there a particular reason to do that?
Great project ynouri! I am really thankful since this project helped me a lot with my final project.
I have a quick question. I saw you multiply the lognormal vol by 100 and normal vol by 10000 in the "fit" function so that the input parameter v_sln also needs to be scaled. Is there a particular reason to do that?
Thanks again for the wonderful project.