grid
str
ik
es
matvec
dlnorm(strikes, mu, sig)
0.0005
0.0020
0.0035
dlnorm(strikes, mu, sig)
0.001
0.003
dlnorm(strikes, mu, sig)
0.002
0.004
0.006
700
700
800
strikes
strikes
900
900
Expiry 1.24
800
strikes
900
Expiry 0.49
800
1000
1000
1000
dlnorm(strikes, mu, sig)
0.0035
0.000
700
0.0020
Expiry 0.08
dlnorm(strikes, mu, sig)
0.0005
0.0005
0.0020
dlnorm(strikes, mu, sig)
0.0035
0.000
0.002
0.004
700
700
700
800
strikes
strikes
900
900
Expiry 1.74
800
strikes
900
Expiry 0.74
800
Expiry 0.16
1000
1000
1000
dlnorm(strikes, mu, sig)
0.0005
0.0020
dlnorm(strikes, mu, sig)
0.0035
0.000
0.002
0.004
700
700
800
strikes
strikes
900
900
Expiry 0.99
800
Expiry 0.24
1000
1000
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