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rerun experiment
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@pawelmagnu
pawelmagnu committed Jan 10, 2025
1 parent 58cf0d0 commit dd129a7
Showing 1 changed file with 77 additions and 67 deletions.
144 changes: 77 additions & 67 deletions examples/PyMPDATA_examples/asian_option/analytic_solution.ipynb
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"source": [
"import sys\n",
"if 'google.colab' in sys.modules:\n",
" !pip --quiet install open-atmos-jupyter-utils\n",
" from open_atmos_jupyter_utils import pip_install_on_colab\n",
" pip_install_on_colab('PyMPDATA-examples')"
],
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Expand All @@ -50,13 +55,13 @@
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Expand All @@ -71,7 +76,7 @@
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Expand All @@ -82,8 +87,8 @@
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Expand All @@ -96,13 +101,13 @@
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Expand All @@ -115,12 +120,12 @@
"24.899334865127113"
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Expand All @@ -131,8 +136,8 @@
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Expand All @@ -147,7 +152,7 @@
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Expand All @@ -158,8 +163,8 @@
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Expand All @@ -173,26 +178,26 @@
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"source": "assert np.allclose(geometric_mkhize(), geometric_mkhize_general(t=0), rtol=1e-5)",
"id": "35b70b81099eee98",
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"execution_count": 8
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Expand Down Expand Up @@ -224,13 +229,13 @@
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Expand Down Expand Up @@ -263,7 +268,7 @@
"output_type": "display_data"
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"metadata": {},
Expand All @@ -274,8 +279,8 @@
{
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Expand All @@ -289,13 +294,13 @@
],
"id": "66e30bebcf590a3",
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"execution_count": 11
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Expand All @@ -308,31 +313,31 @@
"(48.63941024359666, 27.302196350252007)"
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"cell_type": "code",
"source": "assert np.all(european_option() >= geometric_mkhize())",
"id": "7b0faeacd51db9e4",
"outputs": [],
"execution_count": 55
"execution_count": 13
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Expand Down Expand Up @@ -372,13 +377,13 @@
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Expand Down Expand Up @@ -417,13 +422,13 @@
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"execution_count": 15
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Expand Down Expand Up @@ -463,11 +468,11 @@
"name": "stderr",
"output_type": "stream",
"text": [
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_15556\\1461075552.py:2: RuntimeWarning: divide by zero encountered in log\n",
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_9444\\1461075552.py:2: RuntimeWarning: divide by zero encountered in log\n",
" d_1 = (np.log(s_t/K) + 0.5*(r + (sigma**2)/6)*(T-T_0))/(sigma*np.sqrt((T-T_0)/3))\n",
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_15556\\3701205595.py:3: RuntimeWarning: divide by zero encountered in log\n",
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_9444\\3701205595.py:3: RuntimeWarning: divide by zero encountered in log\n",
" d1 = ((T-T_0) * np.log(s_wave_t/K) + 0.5 * (r - 0.5 * sigma**2) * (T-t)**2 + (sigma**2 * (T-t)**3)/(3*(T-T_0)))/(sigma * np.sqrt(((T-t)**3)/3))\n",
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_15556\\3701205595.py:4: RuntimeWarning: divide by zero encountered in log\n",
"C:\\Users\\Pawel\\AppData\\Local\\Temp\\ipykernel_9444\\3701205595.py:4: RuntimeWarning: divide by zero encountered in log\n",
" d2 = ((T-T_0) * np.log(s_wave_t/K) + 0.5 * (r - 0.5 * sigma**2) * (T-t)**2)/(sigma * np.sqrt(((T-t)**3)/3))\n"
]
},
Expand All @@ -482,13 +487,13 @@
"output_type": "display_data"
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"execution_count": 16
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Expand All @@ -508,13 +513,13 @@
]
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"execution_count": 17
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Expand All @@ -525,13 +530,13 @@
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Expand All @@ -546,15 +551,20 @@
]
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"id": "7d10fa61a8a7f567"
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"metadata": {
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