Is this to be expected or is there something wrong with the model?
I am getting scattered gamma plots for all types of barriers like U&O, D&I, etc
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Sign up to join this communityIs this to be expected or is there something wrong with the model?
I am getting scattered gamma plots for all types of barriers like U&O, D&I, etc
Your gamma seems to be "quantized" like if your calculation happens to be at the machine limit in term of precision. Maybe you aren't using a "dS" large enough if you compute derivatives using a finite difference approach.
Try increase the step for your numerical calculation.
it had to do with dS being too small. After changing dS from .0001 to .01 the scattered plots went away