mafipy.replication.make_cdf_black_scholes

mafipy.replication.make_cdf_black_scholes(underlying, rate, maturity, vol)

returns c.d.f. of black scholes model.

Parameters:

• underlying –
• rate –
• maturity –
• vol –

Returns:

distribution of call price under black scholes model as a funciton of strike.

Return type:

function