FER::CevPrice(seq(0.1, 2, 0.1), 1, 1, sigma=0.1, beta=0.5)
causing a warning message
Warning message:
In stats::pchisq(800, df = 4, ncp = 400, lower.tail = F) :
full precision may not have been achieved in 'pnchisq'
strike=2 corresponds to
stats::pchisq(800, df=4, ncp=400, lower.tail=F)
- It is just a warning. The value seems OK. How to make the warnings silent?
- Also consider Hagan's equivalent BS volatility for very small volatility.