From 0b769212981372d56f48b0fa3d3dc90ab09a1003 Mon Sep 17 00:00:00 2001 From: danilogalisteu Date: Wed, 26 Oct 2022 09:15:35 -0300 Subject: [PATCH] Updated link for the "Let's Be Rational" paper Copy of https://github.com/vollib/py_lets_be_rational/pull/3. --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 0f7552c..17610e2 100644 --- a/README.md +++ b/README.md @@ -57,7 +57,7 @@ When you are done, push the changes, and create a pull request on your repo. ## About "Let's be Rational" -["Let's Be Rational"](http://www.pjaeckel.webspace.virginmedia.com/LetsBeRational.pdf>) is a paper by [Peter Jäckel](http://jaeckel.org) showing *"how Black's volatility can be implied from option prices with as little as two iterations to maximum attainable precision on standard (64 bit floating point) hardware for all possible inputs."* +["Let's Be Rational"](http://www.jaeckel.org/LetsBeRational.pdf) is a paper by [Peter Jäckel](http://jaeckel.org) showing *"how Black's volatility can be implied from option prices with as little as two iterations to maximum attainable precision on standard (64 bit floating point) hardware for all possible inputs."* The paper is accompanied by the full C source code, which resides at [www.jaeckel.org/LetsBeRational.7z](www.jaeckel.org/LetsBeRational.7z).