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Exponential price decay

Open Chhatra123 opened this issue 1 year ago • 0 comments

Premium currently decays linearly. We need to write a function so decay exponentially with the formula:

P = SP ^ 0.5 ^ T, where P = Price, SP = Starting Price, T = Time since expiry.

Chhatra123 avatar Oct 23 '22 15:10 Chhatra123