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Published 20 hours ago • verified publisher icon joelowj

DP QLBS not work when T is in a larger scale

Open YixinLeo opened this issue 4 years ago • 0 comments

When I set T=252 which is a usually chosen transaction day, the result will lead to a wrong result of more than 1000.

YixinLeo avatar Aug 13 '21 09:08 YixinLeo