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vectorized_black gives the undiscounted option price #13

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ccagrawal opened this issue Apr 18, 2023 · 1 comment

ccagrawal commented Apr 18, 2023

The vectorized_black function gives the undiscounted option price. I believe the result should be multiplied by exp(-r * t).

lucassherbrook commented Jun 12, 2023

I have run into this issue as well.

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