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1 parent 6c67ca8 commit 86890adCopy full SHA for 86890ad
README.md
@@ -38,7 +38,7 @@ array([15.71361973, 9.69250803, 5.52948546, 2.94558338, 1.48139131])
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`In [2]:`
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```python
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-sigma = np.array([0.2], [0.5])
+sigma = np.array([[0.2], [0.5]])
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m = pf.Bsm(sigma, intr=0.05, divr=0.1) # sigma in axis=0
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m.price(strike=np.array([90, 95, 100]), spot=100, texp=1.2, cp=np.array([-1,1,1]))
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```
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