Giters

frontmark / jupyter-notebooks

Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Fix function BarrierOptionPricerWilmmott in barrier_options notebook

traktor31 opened this issue · comments

commented

There is a bug regarding the calculation of the put prices in the BarrierOptionPricerWilmmott function that should be fixed.