Data set for Calibrating Financial Uncertainty through Particle Swarm Optimization of a Fuzzy Call Option Pricing Model under Extreme Market Stress: A Case Study on NIFTY 50 banking stocks

This dataset provides the complete replication files for the manuscript, "Calibrating Financial Uncertainty through Particle Swarm Optimization of a Fuzzy Call Option Pricing Model under Extreme Market Stress: A Case Study on NIFTY 50 banking stocks." The repository contains the raw European call option data for NIFTY 50 banking stocks and the BANKNIFTY index for the 2021 calendar year. It also includes the Python Jupyter Notebook (Fuzzy_PSO_in_Stress_Market.ipynb) with the source code required to reproduce the figures, tables, and all empirical results presented in the study. The file readme.txt may be referred for that.