Dataset for numerical analysis

Published: 29 November 2023| Version 1 | DOI: 10.17632/crgstcj9cx.1
Contributors:
Shi Chen, Dong CHEN, Jyh-Horng Lin

Description

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

Licence