Zero strike price
lukaskiss222 opened this issue · comments
Using K=0, leads to Error: "ZeroDivisionError: division by zero"
example:
from py_vollib.black_scholes import black_scholes
black_scholes('c',200,0,1,0.02,1.3)lukaskiss222 opened this issue · comments
Using K=0, leads to Error: "ZeroDivisionError: division by zero"
example:
from py_vollib.black_scholes import black_scholes
black_scholes('c',200,0,1,0.02,1.3)