Cross-Side Pass-Through Calibration: Implied rho
Paper 1CES Potential
Source
thesis-tests/tests/potential/test_two_sided_pricing.pypython thesis-tests/tests/potential/test_two_sided_pricing.py --figuresthesis-tests/tests/potential/test_two_sided_pricing.pypython thesis-tests/tests/potential/test_two_sided_pricing.py --figures