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Published 20 hours ago • verified publisher icon primitivefinance

Update CumulativeNormalDistribution.ts

Open 0xJepsen opened this issue 2 years ago • 1 comments

  • Added the PDF for solidity
  • Added the ierf and better erf approximations from numerical recipes alpha
  • Added the derivative function for our trading function
  • Still need to finish the inverse Probability Density Function

0xJepsen avatar May 13 '22 04:05 0xJepsen

Added some comments - mostly just spellchecking and natspec formatting. I will work on the tests for this so I can start to understand the math - in the future all additions should come with tests in the PR!

Alexangelj avatar May 23 '22 23:05 Alexangelj