8 ms·
Gotcha, the "short cut" doesn't work any more. edit: Actually took at look at the model. Looks like the issue is with a negative strike or current price, not t
by choiway 7y ago
Gotcha, the "short cut" doesn't work any more.
edit: Actually took at look at the model. Looks like the issue is with a negative strike or current price, not the risk free rate.