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    FinanceModels.Volatility API Reference

    • FinanceModels.Volatility.Constant

    Exported API

    Unexported API

    FinanceModels.Volatility.Constant — Type
    Volatility.Constant(σ)

    A constant volatility per period. If σ is not explicitly passed, then it is set to zero.

    source

    Please open an issue if you encounter any issues or confusion with the package.

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