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nice code! But the formula for d1 has an issue #3

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jnczbl opened this issue Jan 15, 2020 · 0 comments

jnczbl commented Jan 15, 2020

the formula for d1 should be:
def d1(S,K,T,r,sigma): return((log(S/K)+(r+0.5*sigma**2)*T))/(sigma*sqrt(T))

The text was updated successfully, but these errors were encountered:

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