pyOptionPricing
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boyac
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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pyOptionPricing issues
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Hello, I recently stumbled across this repo but wanted to know what the repo usage is before downloading it for my self. I understand that the repo is for pricing...
The code in readme for B-S model has mismatched kwargs names between the function definition and function call inside main.
