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is theta implemented as a greek? #1

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balmoral opened this issue Jan 9, 2020 · 0 comments

balmoral commented Jan 9, 2020

I've not been able to find a function implemented for calculating option theta. Is there one?

Apologies for asking here but haven't found another forum to ask questions.

Thanks for a great package. Learning Julia, and the Miletus design and code is incredibly instructive and useful.

balmoral changed the title ~~is theta implemented as a greek~~ is theta implemented as a greek?

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