Skip to content

Erratum: 8.3.1 Gamma and No arbitrage #5

@attack68

Description

@attack68

There is a factor of +1 missing from both terms resulting in a negligible calculation error. The section has been re-written as follows:

Screenshot 2023-08-06 at 08 21 21

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions