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make sure NA is returned for Greeks that not implemented
.github/workflows/draft-pdf.yml #23: Commit f2c1da7 pushed by ahudde
September 4, 2023 15:43 1m 9s greeks_1.3.0
September 4, 2023 15:43 1m 9s
bugfix
.github/workflows/draft-pdf.yml #22: Commit 724b3e8 pushed by ahudde
September 4, 2023 15:12 1m 7s greeks_1.3.0
September 4, 2023 15:12 1m 7s
test-BS-European_Greekes tests veta and color
.github/workflows/draft-pdf.yml #21: Commit 13a3ff5 pushed by ahudde
September 3, 2023 16:07 55s greeks_1.3.0
September 3, 2023 16:07 55s
test-BS_European_Greeks: zomma and ultima are tested
.github/workflows/draft-pdf.yml #20: Commit 05ab156 pushed by ahudde
September 3, 2023 14:18 1m 11s greeks_1.3.0
September 3, 2023 14:18 1m 11s
BS-Geometric_Asian_Greeks
.github/workflows/draft-pdf.yml #19: Commit 7ae86b1 pushed by ahudde
September 3, 2023 12:28 52s greeks_1.3.0
September 3, 2023 12:28 52s
smaller number of runs
.github/workflows/draft-pdf.yml #18: Commit 51016a2 pushed by ahudde
September 2, 2023 06:39 52s greeks_1.3.0
September 2, 2023 06:39 52s
Extended test-BS_European_Greeks
.github/workflows/draft-pdf.yml #17: Commit e49e45d pushed by ahudde
September 2, 2023 06:27 57s greeks_1.3.0
September 2, 2023 06:27 57s
Added put-vomma, refactoring
.github/workflows/draft-pdf.yml #16: Commit 89f3ce6 pushed by ahudde
September 1, 2023 20:42 1m 2s greeks_1.3.0
September 1, 2023 20:42 1m 2s
test-BS_European_Greeks.R
.github/workflows/draft-pdf.yml #15: Commit d847499 pushed by ahudde
August 31, 2023 21:30 1m 5s greeks_1.3.0
August 31, 2023 21:30 1m 5s
Used Implied Volatility of Geometric Asian Greeks as starting point f…
.github/workflows/draft-pdf.yml #14: Commit b86136f pushed by ahudde
August 31, 2023 15:13 53s greeks_1.3.0
August 31, 2023 15:13 53s
Volatility for option_price_zero_vol changed from 0 to 1e-12 to avoid…
.github/workflows/draft-pdf.yml #13: Commit bb0eec7 pushed by ahudde
August 31, 2023 15:05 57s main
August 31, 2023 15:05 57s
Volatility for option_price_zero_vol changed from 0 to 1e-12 to avoid…
R-CMD-check #12: Commit bb0eec7 pushed by ahudde
August 31, 2023 15:05 11m 14s main
August 31, 2023 15:05 11m 14s
typo
.github/workflows/draft-pdf.yml #12: Commit bd35309 pushed by ahudde
August 31, 2023 14:30 1m 3s main
August 31, 2023 14:30 1m 3s
typo
R-CMD-check #11: Commit bd35309 pushed by ahudde
August 31, 2023 14:30 9m 16s main
August 31, 2023 14:30 9m 16s
selection of the faster function BS_Malliavin_Asian_Greeks in more cases
.github/workflows/draft-pdf.yml #11: Commit c22c893 pushed by ahudde
August 31, 2023 14:01 55s main
August 31, 2023 14:01 55s
selection of the faster function BS_Malliavin_Asian_Greeks in more cases
R-CMD-check #10: Commit c22c893 pushed by ahudde
August 31, 2023 14:01 10m 31s main
August 31, 2023 14:01 10m 31s
Merge branch 'main' of https://github.com/ahudde/greeks
R-CMD-check #9: Commit c1d87b2 pushed by ahudde
August 31, 2023 14:00 8m 11s main
August 31, 2023 14:00 8m 11s
Merge branch 'main' of https://github.com/ahudde/greeks
.github/workflows/draft-pdf.yml #10: Commit c1d87b2 pushed by ahudde
August 31, 2023 14:00 56s main
August 31, 2023 14:00 56s
Update README.md
.github/workflows/draft-pdf.yml #9: Commit d017df9 pushed by ahudde
August 31, 2023 12:01 1m 9s main
August 31, 2023 12:01 1m 9s
Update README.md
R-CMD-check #8: Commit d017df9 pushed by ahudde
August 31, 2023 12:01 9m 42s main
August 31, 2023 12:01 9m 42s
bugfix
R-CMD-check #7: Commit 970ae63 pushed by ahudde
August 31, 2023 10:33 8m 24s main
August 31, 2023 10:33 8m 24s
bugfix
.github/workflows/draft-pdf.yml #8: Commit 970ae63 pushed by ahudde
August 31, 2023 10:33 53s main
August 31, 2023 10:33 53s
test-Implied_Volatility also test Geometric Asian Greeks
R-CMD-check #6: Commit 0bcd913 pushed by ahudde
August 29, 2023 21:53 10m 46s main
August 29, 2023 21:53 10m 46s
test-Implied_Volatility also test Geometric Asian Greeks
.github/workflows/draft-pdf.yml #7: Commit 0bcd913 pushed by ahudde
August 29, 2023 21:53 51s main
August 29, 2023 21:53 51s
Fixed test-Implied_Volatility for certain edge-cases
.github/workflows/draft-pdf.yml #6: Commit c974817 pushed by ahudde
August 29, 2023 21:43 1m 8s main
August 29, 2023 21:43 1m 8s
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