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hub / github.com/LechGrzelak/QuantFinanceBook / D2VdK2

Function D2VdK2

PythonCodes/Chapter 04/Exe04_08.py:64–74  ·  view source on GitHub ↗
(x,CP,beta,alpha,rho,gamma,f_0,T,r,bump)

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Callers 1

mainCalculationFunction · 0.70

Calls 2

HaganImpliedVolatilityFunction · 0.70
BS_Call_Option_PriceFunction · 0.70

Tested by

no test coverage detected