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if spot price is less than 0.01 greeks are returning Nan #28

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tinix84 opened this issue Apr 24, 2024 · 0 comments

tinix84 commented Apr 24, 2024 •

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i have solve using normalized steps https://github.com/tinix84/py_vollib_vectorized/blob/main/py_vollib_vectorized/_numerical_greeks.py

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