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add exact Bachelier implied vol from Jaeckel paper #2028

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merged 4 commits into from
Jul 29, 2024

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coveralls commented Jul 19, 2024

Coverage Status

coverage: 72.639% (+0.01%) from 72.625%
when pulling 11c8559 on OpenSourceRisk:exact_bachelier
into 8e1f4ac on lballabio:master.

@lballabio lballabio added this to the Release 1.36 milestone Jul 24, 2024
@lballabio lballabio merged commit 9d01e03 into lballabio:master Jul 29, 2024
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3 participants