Dataset for numerical analysis
Published: 29 November 2023| Version 1 | DOI: 10.17632/crgstcj9cx.1
Contributors:
Shi Chen, Dong CHEN, Jyh-Horng LinDescription
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.
Files
Institutions
Southwestern University of Finance and Economics, Tamkang University
Categories
Numerical Analysis, Sustainable Finance
Funding
National Social Science Fund of China
21XJY006