3 ms·
Where do the magic numbers (p, b1-b5) come from? Are these empirically found using curve fitting? Also, wouldn't it be better to write things like (+ (- (*
by sqrt17 16y ago
Where do the magic numbers (p, b1-b5) come from? Are these empirically found using curve fitting?
Also, wouldn't it be better to write things like
(+ (- (* (exp (* (- r) t)) strike) s) call)))
in a more schemer-friendly way as
(+ call (- s) (* strike (exp (- (* r t)))))
to avoid parenthesis syndrome?
(I was probably wrong to expect self-explanatory code, e.g. with docstrings, but IMO the readability could be improved)