The package contains functions to compute option-implied moments and characteristics from implied volatility surface data. The computations are based on the out-the-money (OTM) implied volatilities, ...
Note from Dec 2022: The code here work beautifully and I plan to continue making minor bug fixes maintaining the current functionality. But I no longer will be making any improvements to this project.
Abstract: Topologically associating domains (TADs) are local chromatin interaction domains, which have been shown to play an important role in gene expression regulation. TADs were originally ...