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DOC: Add reference to BS price formula #129 #175

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3 commits merged into from Aug 10, 2021
Merged

DOC: Add reference to BS price formula #129 #175

3 commits merged into from Aug 10, 2021

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@ghost ghost commented Aug 3, 2021 •
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  • European
  • Lookback
  • EuropeanBinary
  • AmericanBinary

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codecov-commenter commented Aug 3, 2021 •
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Codecov Report

Merging #175 (fce3e67) into develop (230d090) will not change coverage.
The diff coverage is n/a.

Impacted file tree graph

@@            Coverage Diff            @@
##           develop      #175   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           40        40           
  Lines         1157      1157           
=========================================
  Hits          1157      1157
Impacted Files Coverage Δ
pfhedge/nn/modules/bs/american_binary.py 100.00% <ø> (ø)
pfhedge/nn/modules/bs/european.py 100.00% <ø> (ø)
pfhedge/nn/modules/bs/european_binary.py 100.00% <ø> (ø)
pfhedge/nn/modules/bs/lookback.py 100.00% <ø> (ø)

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@ghost ghost changed the title WIP: Add reference to BS price formula #129 WIP: DOC: Add reference to BS price formula #129 Aug 3, 2021
@ghost ghost changed the base branch from main to develop August 3, 2021 02:55
@ghost ghost changed the title WIP: DOC: Add reference to BS price formula #129 DOC: Add reference to BS price formula #129 Aug 10, 2021
@ghost ghost merged commit a6c325c into pfnet-research:develop Aug 10, 2021
@ghost ghost deleted the issue/#129 branch August 10, 2021 01:37
ghost pushed a commit that referenced this pull request Aug 10, 2021
@github-actions @actions-user
Release/0.7.4 (#179)
9434de4 
* DOC: Mention simulation method of CIR and Heston processes #173 (#174)

* DOC: Add reference to BS price formula #129 (#175)

* DOC: Fix typo in BSEuropeanOption docstring (close #164) (#177)

* DOC: Add equations to docstrings of brownian motion (close #138) (#178)

* bump version (#180)

Co-authored-by: GitHub Actions <action@github.com>

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: GitHub Actions <action@github.com>
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