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[PRE REVIEW]: greeks: Sensitivities of Prices of Financial Options and Implied Volatilities #5768

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editorialbot opened this issue Aug 18, 2023 · 41 comments
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[PRE REVIEW]: greeks: Sensitivities of Prices of Financial Options and Implied Volatilities #5768

editorialbot opened this issue Aug 18, 2023 · 41 comments
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@csoneson @lrnv @bahung
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C++ pre-review R TeX Track: 4 (SBCS) Social, Behavioral, and Cognitive Sciences

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editorialbot commented Aug 18, 2023 •
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Submitting author: @ahudde (Anselm Hudde)
Repository: https://github.com/ahudde/greeks
Branch with paper.md (empty if default branch):
Version: 1.2.0
Editor: @csoneson
Reviewers: @lrnv, @bahung
Managing EiC: Olivia Guest

Status

status

Status badge code:

HTML: <a href="https://joss.theoj.org/papers/61ae139acab91fdb0664b33a23e43c93"><img src="https://joss.theoj.org/papers/61ae139acab91fdb0664b33a23e43c93/status.svg"></a>
Markdown: [![status](https://joss.theoj.org/papers/61ae139acab91fdb0664b33a23e43c93/status.svg)](https://joss.theoj.org/papers/61ae139acab91fdb0664b33a23e43c93)

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Thanks for submitting your paper to JOSS @ahudde. Currently, there isn't a JOSS editor assigned to your paper.

@ahudde if you have any suggestions for potential reviewers then please mention them here in this thread (without tagging them with an @). You can search the list of people that have already agreed to review and may be suitable for this submission.

Editor instructions

The JOSS submission bot @editorialbot is here to help you find and assign reviewers and start the main review. To find out what @editorialbot can do for you type:

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@editorialbot editorialbot added pre-review Track: 4 (SBCS) Social, Behavioral, and Cognitive Sciences labels Aug 18, 2023
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Hello human, I'm @editorialbot, a robot that can help you with some common editorial tasks.

For a list of things I can do to help you, just type:

@editorialbot commands

For example, to regenerate the paper pdf after making changes in the paper's md or bib files, type:

@editorialbot generate pdf

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Software report:

github.com/AlDanial/cloc v 1.88  T=0.03 s (1085.0 files/s, 122353.5 lines/s)
-------------------------------------------------------------------------------
Language                     files          blank        comment           code
-------------------------------------------------------------------------------
R                               16            412            400           1942
C++                             13             57            345            347
Markdown                         3             69              0            197
TeX                              1              8              0             51
YAML                             1              1              4             18
Rmd                              1             21             71              4
-------------------------------------------------------------------------------
SUM:                            35            568            820           2559
-------------------------------------------------------------------------------


gitinspector failed to run statistical information for the repository

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Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1007/s11009-023-10014-5 is OK

MISSING DOIs

- 10.1007/978-1-4419-9230-7_2 may be a valid DOI for title: Options, futures, and other derivatives

INVALID DOIs

- None

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Wordcount for paper.md is 483

@oliviaguest
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@sbenthall if you have capacity, this might be up your street? 😊

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👉📄 Download article proof 📄 View article proof on GitHub 📄 👈

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@sbenthall ?

@arfon
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arfon commented Sep 27, 2023

@editorialbot invite @sbenthall as editor

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Invitation to edit this submission sent!

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arfon commented Sep 27, 2023

@editorialbot generate pdf

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👉📄 Download article proof 📄 View article proof on GitHub 📄 👈

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Five most similar historical JOSS papers:

GlobalSensitivity.jl: Performant and Parallel Global Sensitivity Analysis with Julia
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Handling editor: @jbytecode (Active)
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Gravity: Estimation Methods for Gravity Models in R
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Handling editor: @yochannah (Retired)
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Submitting author: @mattansb
Handling editor: @mikldk (Retired)
Reviewers: @trashbirdecology, @jkarreth
Similarity score: 0.7961

⚠️ Note to editors: If these papers look like they might be a good match, click through to the review issue for that paper and invite one or more of the authors before before considering asking the reviewers of these papers to review again for JOSS.

@sbenthall
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sbenthall commented Sep 27, 2023 via email

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@jbytecode @csoneson do you have capacity for this? 😊

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@oliviaguest - I prefer to wait to hear from @csoneson as I am not really available. In the worst-case scenario, I can take care of this.

@csoneson
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Sure, I can give it a go 🙂

@csoneson
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@editorialbot assign @csoneson as editor

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Assigned! @csoneson is now the editor

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👋🏻 @ahudde - I will handle your submission and start by finding at least two suitable reviewers. If you have suggestions (e.g. based on the list mentioned in the first post, please feel free to mention them here.

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ahudde commented Oct 11, 2023

Dear @csoneson,

Thank you very much for being editor for my submission. I do not have suggestions, but I could suggest some reviewers if this helps your work.

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👋🏻 @rmcd1024, @ArdiaD, @syoh - would you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities
(#5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

@ArdiaD
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ArdiaD commented Oct 13, 2023

Sorry @csoneson ; already declined another review last week becaure under water here.

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@ArdiaD - no worries, thanks for the quick response!

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rmcd1024 commented Oct 16, 2023 via email

@csoneson
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@rmcd1024 We usually ask reviewers to provide an initial assessment within 2-3 weeks. In many cases it may be easier to raise points and provide comments in the associated GitHub issue as one goes through the submission, rather than posting all comments in one go. The checklist contains the aspects that we ask reviewers to check for in the submission - some of the points can be quickly checked, but others of course involve installing and testing the software.

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syoh commented Oct 17, 2023

@csoneson, thanks for the invitation. I have been wanting to do a review for JOSS. Unfortunately, my hands are full until next April, but I am happy to review something then.

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@rmcd1024 - given the additional information below, would you be available to review this submission for JOSS?

@rmcd1024 We usually ask reviewers to provide an initial assessment within 2-3 weeks. In many cases it may be easier to raise points and provide comments in the associated GitHub issue as one goes through the submission, rather than posting all comments in one go. The checklist contains the aspects that we ask reviewers to check for in the submission - some of the points can be quickly checked, but others of course involve installing and testing the software.

@csoneson
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👋🏻 @borab96, @lrnv - would you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities
(#5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

@lrnv
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lrnv commented Oct 19, 2023

@csoneson Yep i'll take it :)

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@lrnv Awesome, thanks :) As soon as we have secured one more reviewer I'll open the review issue.

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@editorialbot add @lrnv as reviewer

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@lrnv added to the reviewers list!

@rmcd1024
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rmcd1024 commented Oct 19, 2023 via email

@csoneson
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@rmcd1024 no worries, thanks for your reply!

@csoneson
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👋🏻 @bahung, @edrictam - would one of you be interested in reviewing this submission for the Journal of Open Source Software (JOSS)?

greeks: Sensitivities of Prices of Financial Options and Implied Volatilities
(#5768)

JOSS is a free, open-source, community-driven and developer-friendly online journal. The review process is unique: it takes place in a GitHub issue, is open, and author-reviewer-editor conversations are encouraged.

JOSS reviews involve downloading and installing the software, and inspecting the repository and submitted paper for key elements. See https://joss.readthedocs.io/en/latest/review_criteria.html.

Thanks in advance!

@bahung
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bahung commented Oct 25, 2023 via email

@csoneson
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@bahung Thank you! I will assign you and start the review issue

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@editorialbot add @bahung as reviewer

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@bahung added to the reviewers list!

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@editorialbot start review

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OK, I've started the review over in #5987.

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