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with the plot

hala kharkhour answered on June 27, 2023 Popularity 3/10 Helpfulness 1/10

answer with the plot

with the plot

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import numpy as np
import matplotlib.pyplot as plt

def floating_lookback_put_option(S, r, sigma, T):
    # Option pricing code (same as before)

def floating_lookback_put_delta(S, r, sigma, T, h=0.01):
    # Delta calculation code (same as before)

# Example usage
S = np.linspace(80, 120, 100)  # Range of underlying asset prices
r = 0.05  # Risk-free interest rate
sigma = 0.3  # Volatility of the underlying asset
T = 1  # Time to maturity in years

delta_values = []
for price in S:
    delta = floating_lookback_put_delta(price, r, sigma, T)
    delta_values.append(delta)

# Plotting
plt.plot(S, delta_values)
plt.xlabel('Underlying Asset Price')
plt.ylabel('Delta')
plt.title('Delta of Floating Lookback Put Option')
plt.grid(True)
plt.show()

Popularity 3/10 Helpfulness 1/10 Language python

Source: chat.openai.com

Tags: plot python

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Contributed on Jun 27 2023

hala kharkhour

0 Answers Avg Quality 2/10

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