closed-form solutions to Asian average strike and price options + tests, moving Black-Sscholes formulae from AF example to utils.financial_formulae, support for dividend yield in B-S formulae + test
#375
Workflow file for this run
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| name: Build JOSS paper draft | |
| on: | |
| push: | |
| branches: | |
| - main | |
| pull_request: | |
| branches: | |
| - main | |
| jobs: | |
| paper: | |
| runs-on: ubuntu-latest | |
| name: Paper Draft | |
| steps: | |
| - name: Checkout | |
| uses: actions/checkout@v2 | |
| - name: TeX and PDF | |
| uses: docker://openjournals/paperdraft:latest | |
| with: | |
| args: '-k paper/paper.md' | |
| env: | |
| GIT_SHA: $GITHUB_SHA | |
| JOURNAL: joss | |
| - name: Upload | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: paper | |
| path: paper/ |