diff options
Diffstat (limited to 'scaddins/source/pricing/black_scholes.cxx')
| -rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index 8a8cd1eb88da..9380da5c64fd 100644 --- a/scaddins/source/pricing/black_scholes.cxx +++ b/scaddins/source/pricing/black_scholes.cxx @@ -888,7 +888,7 @@ double prob_hit(double S, double vol, double mu, } // probability of being in-the-money, ie payoff is greater zero, -// assuming payoff(S_T) > 0 iff S_T in [B1, B2] +// assuming payoff(S_T) > 0 if S_T in [B1, B2] // this the same as the price of a cash or nothing option // with no discounting double prob_in_money(double S, double vol, double mu, |