Comments (1)
cantaro86
commented on August 25, 2024
Please, create issues only if there are errors, or if something is wrong in the math or in the code.
An issue should be short, easy to read, and should indicate the error message.
In this case there are no errors. The Heston price seems to be correct.
The answers to your questions are:
- I used the python function
partialto bind the extra arguments. Therefore the functioncf_H_b_goodhas only 1 argument. - The log-moneyness
kis the first argument ofQ1.
from financial-models-numerical-methods.
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