bsm_theta: The theta in the Black-Scholes-Merton corresponds to the...

Description Usage Details

Description

(!) due to the zero division as t -> T, the final value when t = T is not a number

Usage

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bsm_theta(s, sigma = 1, strike = initial_stock_price,
  riskless_rate = 0.03)

Details

Theta


AnthonyTedde/StockPriceSimulator documentation built on May 17, 2019, 5:39 p.m.