mafipy.function.black_scholes_pdf¶
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mafipy.function.
black_scholes_pdf
(underlying, strike, rate, maturity, vol)[source]¶ calculates value of p.d.f. of black scholes model.
Parameters: - underlying (float) –
- strike (float) –
- rate (float) –
- maturity (float) –
- vol (float) – must be positive.
Returns: value of p.d.f. of black scholes model.
Return type: float.