From 7492a469db19e0d91d94574bffcf38b8024b47c8 Mon Sep 17 00:00:00 2001 From: hudde Date: Mon, 4 Mar 2024 19:10:24 +0100 Subject: [PATCH] Typo corrected --- paper.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/paper.md b/paper.md index 3cafe3d..ee30a5c 100644 --- a/paper.md +++ b/paper.md @@ -22,7 +22,7 @@ affiliations: The `greeks` R package leverages the Black Scholes model and more general jump diffusion models to compute sensitivities of financial option prices for European, geometric and arithmetic Asian, as well as American options, with -various payoff functions (for a treatmeant see [@Hull:2022], and [@Angus:1999] +various payoff functions (for a treatment see [@Hull:2022], and [@Angus:1999] for the case of geometric Asian options). The Black Scholes model is the standard approach for modelling stock prices, while jump diffusion models aim to offer a more realistic representation of