Dataset for numerical analysis
Shi Chen, Dong Chen, Jyh-Horng Lin · Figshare · 2023
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.