FinancialToolbox.jl icon indicating copy to clipboard operation
FinancialToolbox.jl copied to clipboard

Add all second order greeks

Open fmvin opened this issue 3 years ago • 1 comments

Please add realization of all second order greeks.

fmvin avatar Jan 26 '22 06:01 fmvin

Use AD, it is very hard that in your application you need just the second order. The most popolar are already implemented.

rcalxrc08 avatar Sep 15 '23 10:09 rcalxrc08