Ported math change from my python test

S0 needed to S_next in line 282
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Michael Zargham 2019-08-11 13:31:49 +02:00 committed by GitHub
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@ -279,7 +279,7 @@ export default function App() {
const S_next = getS({ R, V0, k });
const floorprice_next = getMinPrice({
S: S_next,
H: S0 - H_next,
H: S_next - H_next,
V0,
k
});