mirror of
https://github.com/ArthurDanjou/ArtStudies.git
synced 2026-01-14 15:54:13 +01:00
Refactor code for improved readability and consistency across multiple Jupyter notebooks
- Added missing commas in various print statements and function calls for better syntax. - Reformatted code to enhance clarity, including breaking long lines and aligning parameters. - Updated function signatures to use float type for sigma parameters instead of int for better precision. - Cleaned up comments and documentation strings for clarity and consistency. - Ensured consistent formatting in plotting functions and data handling.
This commit is contained in:
@@ -17,7 +17,7 @@
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"source": [
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"import matplotlib.pyplot as plt\n",
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"import numpy as np\n",
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"import scipy.stats as stats"
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"from scipy import stats"
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]
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},
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{
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@@ -46,15 +46,12 @@
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"outputs": [],
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"source": [
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"def S(t, S0, mu, sigma, W):\n",
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" \"\"\"\n",
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" Solution exacte de l'EDS de Black-Scholes\n",
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" \"\"\"\n",
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" \"\"\"Solution exacte de l'EDS de Black-Scholes\"\"\"\n",
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" return S0 * np.exp((mu - 0.5 * sigma**2) * t + sigma * W)\n",
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"\n",
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"\n",
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"def euler_maruyama(mu, sigma, T, N, X0=0.0):\n",
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" \"\"\"\n",
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" Simulation d'une EDS de Black-Scholes par la méthode d'Euler-Maruyama\n",
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" \"\"\"Simulation d'une EDS de Black-Scholes par la méthode d'Euler-Maruyama\n",
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"\n",
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" Paramètres :\n",
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" mu (float) : drift\n",
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@@ -84,8 +81,7 @@
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"\n",
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"\n",
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"def plot_brownien(t, X, B=None):\n",
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" \"\"\"\n",
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" Plot la simulation d'Euler-Maruyama\n",
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" \"\"\"Plot la simulation d'Euler-Maruyama\n",
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"\n",
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" Paramètres :\n",
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" t (array-like) : tableau des temps\n",
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@@ -169,8 +165,7 @@
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"\n",
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"\n",
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"def plot_convergence(S0, mu, sigma, T):\n",
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" \"\"\"\n",
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" Plot la convergence du schéma d'Euler-Maruyama\n",
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" \"\"\"Plot la convergence du schéma d'Euler-Maruyama\n",
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"\n",
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" Paramètres :\n",
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" S0 (int) : valeur initiale\n",
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@@ -291,7 +286,7 @@
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"print(\n",
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" \"La barrière a été franchie\"\n",
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" if is_barrier_breached(X, B)\n",
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" else \"La barrière n'a pas été franchie\"\n",
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" else \"La barrière n'a pas été franchie\",\n",
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")"
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]
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},
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@@ -335,8 +330,7 @@
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" \"\"\"\n",
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" if not is_barrier_breached(X, B):\n",
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" return max(X[-1] - K, 0)\n",
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" else:\n",
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" return 0\n",
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" return 0\n",
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"\n",
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"\n",
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"def call_BS(x):\n",
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