From 778a4f66c76a02a2c800e0d4bb8b05a03b14497f Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Thu, 21 Apr 2016 00:23:19 +0200
Subject: modif argmax

---
 src/opti.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'src/opti.cpp')

diff --git a/src/opti.cpp b/src/opti.cpp
index 7f838e9..efe5643 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -34,7 +34,7 @@ std::vector<double> argmax(double r, double T, double S0, double V, double K, in
 
     opt.set_xtol_rel(1e-4);
 
-    std::vector<double> x(d,0);
+    std::vector<double> x(d,1);
     std::vector<double> g(0);
 
     double maxf;
-- 
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