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Dataset for numerical analysis

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posted on 2023-11-28, 14:11 authored by Shi ChenShi Chen, Dong ChenDong Chen, Jyh-Horng Lin

This dataset contains one Excel sheet and five Word documents. In this dataset, Simulation.xlsx describes the parameter values used for the numerical analysis based on empirical data. In this Excel sheet, we calculated the values of each capped call-option model parameter. Computation of Table 2.docx and other documents show the results of the comparative statistics.

Funding

the National Social Science Fund of China [grant number 21XJY006]

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