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implied volatility problem

Open aupilot opened this issue 10 months ago • 0 comments

It seems that both impvol and impvol_naive return nan:

m = pf.Bsm(sigma=0.5, intr=0.05, divr=0.1) print(m.impvol(100, 80, 19.4, 0.1, 1))

nan

aupilot avatar Apr 23 '24 11:04 aupilot