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hub / github.com/LechGrzelak/QuantFinanceBook / MertonCallPrice

Function MertonCallPrice

PythonCodes/Chapter 06/Exe06_03.py:127–155  ·  view source on GitHub ↗
(CP,S0,K,r,tau,muJ,sigmaJ,sigma,xiP)

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Callers 1

mainCalculationFunction · 0.70

Calls

no outgoing calls

Tested by

no test coverage detected