European options risks by uncertainty theory
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下载链接：
https://data.mendeley.com/datasets/vncvk4tvcz
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资源简介：
* Baoding Liu initiated 'Uncertain Finance' in 2013, and it takes into account expert belief degrees to assess financial instruments (among them, financial derivatives)
* This dataset is linked to the working paper: 'Uncertainty and stochastic theories on European options valuation and their delta and vega risks' (details to be announced soon)
* This dataset contains:
Experimental data and Matlab codes to compare European option prices and risks - delta and vega - under uncertainty and stochastic frameworks.
* uncertainty framework: Liu stock model (2009); stochastic framework: Black Scholes Merton model (1973)
* Go to 'Readme.txt' for detailed contents (extension files included: txt, mat, m, xlsx, eps)
* Dataset author information:
created on Jan 1 2022
Carlos Alexander Grajales
Universidad de Antioquia, Medellín, Colombia
* this information is also available on GitHub (linked below)
创建时间：
2021-12-23
