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Published 20 hours ago • verified publisher icon PyFE

Improve moments-related methods

Open jaehyukchoi opened this issue 4 years ago • 0 comments

  • Change moments_vsk to moments_mvsk to show the mean (normalization)
  • Vectorize moments for Asian/Basket options

jaehyukchoi avatar May 08 '21 01:05 jaehyukchoi