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ab_global_derivative.txt~
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Method Strike Price Black Normal
PDE 0.5 0.05780954810975705 0.5667211561172159 0.3981615077812221
Lognormal 0.5 0.0665091255010769 0.600515262624202 0.42055605104730426
LognormalAB 0.5 0.06266261705914725 0.5857016511606438 0.4107665308385348
PDE 0.53 0.06281275627836314 0.5484017368635883 0.39606462256366654
Lognormal 0.53 0.07070969285045786 0.57701518638797 0.4156398579909178
LognormalAB 0.53 0.06736270844008486 0.5649722672622826 0.40742013428806484
PDE 0.56 0.06816842972349933 0.5312761911972147 0.3939031111716669
Lognormal 0.56 0.07525550470030593 0.5553042567310416 0.4108432518004016
LognormalAB 0.56 0.07246156865985023 0.5458848025174509 0.40421555548448135
PDE 0.59 0.07392426336103552 0.5152926001552786 0.39174437891263725
Lognormal 0.59 0.08020100255431198 0.5352649434795591 0.4062317531852508
LognormalAB 0.59 0.0780066693415756 0.5283140012820052 0.4011983519526468
PDE 0.62 0.08013323738774655 0.5004144064567263 0.3896569336747339
Lognormal 0.62 0.08560781906124304 0.5168110003687677 0.40187609242688016
LognormalAB 0.62 0.08404974197448814 0.51216110505688 0.3984160486108548
PDE 0.65 0.08685396887426498 0.4866187758879535 0.3877116193152662
Lognormal 0.65 0.09154538023611308 0.49988255908306817 0.3978530841175359
LognormalAB 0.65 0.09064662256705094 0.4973486174206842 0.3959182026409729
PDE 0.6799999999999999 0.0941502417097634 0.47389348352503013 0.38598123998194667
Lognormal 0.6799999999999999 0.09809111381396254 0.48444183158871257 0.39424596169260073
LognormalAB 0.6799999999999999 0.09785674994935648 0.4838158545487774 0.393756087196492
PDE 0.71 0.10209050353272074 0.4622350377449327 0.3845406266113421
Lognormal 0.71 0.10533001067016076 0.47046886454704706 0.39114392387556307
LognormalAB 0.71 0.10574222284745952 0.4715149394074214 0.39198193671218473
PDE 0.74 0.11074644855644296 0.4516456258179584 0.38346537768610156
Lognormal 0.74 0.11335322967000538 0.4579568591327243 0.3886405909781692
LognormalAB 0.74 0.11436634066809306 0.46040702497545927 0.39064772043157286
PDE 0.77 0.12019091689828552 0.4421298762713087 0.3828300035648759
Lognormal 0.77 0.12225543150001983 0.446906684587664 0.3868310799139848
LognormalAB 0.77 0.12379160442250267 0.45045865794419465 0.3898034657394411
PDE 0.8 0.13049498382252026 0.43369119308221266 0.38270528456105163
Lognormal 0.8 0.13213062725972852 0.43732043395325604 0.38580753757583996
LognormalAB 0.8 0.13407723895880042 0.44163831922122687 0.3894952338315439
PDE 0.8300000000000001 0.1417241147214285 0.4263273637470173 0.3831545701683609
Lognormal 0.8300000000000001 0.1430665823713385 0.42919423136310375 0.38565326778731723
LognormalAB 0.8300000000000001 0.1452764024782539 0.43391328133422 0.38976293587743266
PDE 0.86 0.1539341016331292 0.4200267867561143 0.38423016759140527
Lognormal 0.86 0.15513822876493805 0.4225109683357399 0.38643603510572794
LognormalAB 0.86 0.15743334497718053 0.4272469748538485 0.3906382344553038
PDE 0.89 0.16716686532739825 0.4147648755818433 0.3859695264472101
Lognormal 0.89 0.1684010139324305 0.41723407888006886 0.38820160959115485
LognormalAB 0.89 0.1705808301375596 0.42159703818536143 0.39214277586347807
PDE 0.9199999999999999 0.18144717162503507 0.41050210392420494 0.38839261633733846
Lognormal 0.9199999999999999 0.18288545103234477 0.41330362934252013 0.39096890339717605
LognormalAB 0.9199999999999999 0.18473812772050835 0.41691415497832557 0.39428694798220276
PDE 0.95 0.19678069459366157 0.4071837029701033 0.3915007091398023
Lognormal 0.95 0.19859409978970122 0.4106357031514911 0.3947279117681573
LognormalAB 0.95 0.19990982452644107 0.4131417073170396 0.39706929113019934
PDE 0.98 0.21315394749271532 0.4047413918920287 0.3952771134880133
Lognormal 0.98 0.2155017087968183 0.409125314059632 0.39944104845699546
LognormalAB 0.98 0.2160856118810237 0.41021622336476204 0.4004766369019229
PDE 1.01 0.22053601400178696 0.4030966854019626 0.3996896296336676
Lognormal 1.01 0.2235584446051156 0.40865216906184215 0.40504757572015315
LognormalAB 1.01 0.22324109525888336 0.40806856021902693 0.40448500281180855
PDE 1.04 0.2088817004116494 0.4021651484511818 0.4046942529396347
Lognormal 1.04 0.2126953707341333 0.40908793445134756 0.4114700643663703
LognormalAB 1.04 0.21133953695283186 0.4066256982796751 0.40906119373274447
PDE 1.0699999999999998 0.19813533738923167 0.40186057460353725 0.41023918087585765
Lognormal 1.0699999999999998 0.20283093740909341 0.41030350391189996 0.418621494198281
LognormalAB 1.0699999999999998 0.2003343029620721 0.405812929429254 0.4141649482344838
PDE 1.1 0.18823480696109968 0.4020988654157596 0.41626886698772464
Lognormal 1.1 0.19387729345239285 0.41217509846763284 0.42641176859888824
LognormalAB 1.1 0.1901716836510991 0.4055561457416376 0.4197513637568719
PDE 1.13 0.17911514673492582 0.402800962607883 0.4227274101401306
Lognormal 1.13 0.18574559725420786 0.41458859671283343 0.4347528792448173
LognormalAB 1.13 0.18079373447800368 0.4057839308481529 0.425773296029646
PDE 1.1600000000000001 0.17071131264523934 0.40389449778732656 0.42956082615490015
Lognormal 1.1600000000000001 0.1783499568208004 0.4174420289834687 0.44356246158800805
LognormalAB 1.1600000000000001 0.17214084250485706 0.40642923037842743 0.43218347337465424
PDE 1.19 0.1629602852154021 0.4053147344819004 0.436718675132094
Lognormal 1.19 0.17160999627984802 0.42064651746656306 0.4527658554922036
LognormalAB 1.19 0.16415383404468364 0.4074304944044972 0.43893616715698275
PDE 1.22 0.15580257973845635 0.4070050037602012 0.4441551902241153
Lognormal 1.22 0.16545226155361492 0.4241260868068326 0.46229697857172203
LognormalAB 1.22 0.15677555428193468 0.40873229539466677 0.44598836904393974
PDE 1.25 0.14918293431849491 0.4089162321203875 0.45182943113840995
Lognormal 1.25 0.1598107564656514 0.427816764689538 0.47209836621007584
LognormalAB 1.25 0.14995193949218255 0.41028549993055086 0.4533005097641733
PDE 1.28 0.14305066585937073 0.4110063673764217 0.45970525921923994
Lognormal 1.28 0.15462689073574531 0.4316653123214233 0.4821206927955153
LognormalAB 1.28 0.14363265555839866 0.41204710561725305 0.46083680097391094
PDE 1.31 0.13735975823477636 0.4132397295333015 0.4677511597439704
Lognormal 1.31 0.14984906997363145 0.4356278256245874 0.49232201554272637
LognormalAB 1.31 0.13777139705432656 0.4139798558676821 0.4685652965140564
PDE 1.3399999999999999 0.13206867136984557 0.41558617649188534 0.4759397869183669
Lognormal 1.3399999999999999 0.14543209651198807 0.43966835919752756 0.5026669074673888
LognormalAB 1.3399999999999999 0.13232593976945067 0.41605172848081273 0.4764577631890125
PDE 1.37 0.12714001679915302 0.41802026019933236 0.484247417267741
Lognormal 1.37 0.14133649500769652 0.4437576575744201 0.5131255842126486
LognormalAB 1.37 0.12725802660861635 0.4182353706741626 0.48448943509182235
PDE 1.4 0.12254050356508311 0.42052104283393765 0.49265407637667497
Lognormal 1.4 0.1375278339748796 0.4478720322866987 0.5236730841011662
LognormalAB 1.4 0.12253314987771652 0.42050753058494283 0.49263870696896445
PDE 1.4300000000000002 0.11824008083132075 0.4230705639606544 0.5011420893156974
Lognormal 1.4300000000000002 0.13397608395817567 0.4519923945958769 0.5342885303247508
LognormalAB 1.4300000000000002 0.11812027648770651 0.42284851651930305 0.5008868052552634
PDE 1.46 0.11421207693248492 0.42565419763515006 0.5096967050146024
Lognormal 1.46 0.1306550327754794 0.45610343757419236 0.5449544851599053
LognormalAB 1.46 0.11399154861072847 0.4252417012427527 0.5092174618406231
PDE 1.49 0.11043260402669525 0.42825971476530006 0.5183052196860423
Lognormal 1.49 0.12754176552974333 0.4601929531896113 0.5556563950896558
LognormalAB 1.49 0.11012198137282236 0.42767307894775797 0.5176166055575033
PDE 1.52 0.10688027287940852 0.4308769329038403 0.5269567229782234
Lognormal 1.52 0.1246162095806016 0.46425126702678504 0.5663821199538143
LognormalAB 1.52 0.10648917108144956 0.4301308763209866 0.5260720793444084
PDE 1.55 0.10353589766614543 0.43349735650113363 0.5356418030703066
Lognormal 1.55 0.1218607405826756 0.46827077308528925 0.5771215367377471
LognormalAB 1.55 0.10307302177476754 0.4326052154335846 0.5345733863845658
PDE 1.58 0.10038232493351729 0.43611405451212665 0.5443525095790998
Lognormal 1.58 0.11925984376024762 0.4722455523648643 0.5878662079906893
LognormalAB 1.58 0.0998554939993749 0.4350878242022412 0.543111465600399
PDE 1.61 0.09740415905232427 0.43872133541169106 0.5530820575118128
Lognormal 1.61 0.11679982393541613 0.47617106084617117 0.5986091052712506
LognormalAB 1.61 0.0968203771866323 0.437571789311895 0.5516784951735847
PDE 1.64 0.09458752858570335 0.4413144848977528 0.5618245832949609
Lognormal 1.64 0.11446855790088159 0.4800438745349964 0.6093443789188395
LognormalAB 1.64 0.09395308541109534 0.4400513463207687 0.560267721854367
PDE 1.67 0.09191990647612346 0.4438895923323303 0.5705749910881623
Lognormal 1.67 0.11225528318036654 0.48386148121074657 0.6200671665341809
LognormalAB 1.67 0.09124047537973409 0.44252170189215184 0.5688733134330672
PDE 1.7 0.08938997212747765 0.44644344568582284 0.5793288716537356
Lognormal 1.7 0.11015041783910987 0.48762211029213803 0.6307734336481162
LognormalAB 1.7 0.08867068500036732 0.4449788835243583 0.5774902316713512
PDE 1.73 0.08698765523252634 0.4489737863752466 0.5880828686602735
Lognormal 1.73 0.10814540667213399 0.4913245937647525 0.6414598410777561
LognormalAB 1.73 0.08623299065908926 0.4474196126619403 0.5861141230976687
PDE 1.76 0.08470355867586175 0.45147828173606336 0.596833422567945
Lognormal 1.76 0.10623258974264943 0.4949682524073775 0.6521236343749406
LognormalAB 1.76 0.08391768129402652 0.44984119759693114 0.5947412252739599
PDE 1.79 0.08252943301171757 0.453955630957728 0.6055781943238663
Lognormal 1.79 0.10440508983404836 0.49855280262692614 0.6627625515536782
LognormalAB 1.79 0.08171594741555183 0.45224144306940284 0.6033682863852291
PDE 1.82 0.08045750751588786 0.45640430547817795 0.6143144873414794
Lognormal 1.82 0.10265671590306402 0.502078280092903 0.6733747459451339
LognormalAB 1.82 0.07961978334430567 0.45461857393238575 0.6119924962573783
PDE 1.85 0.07848097784976318 0.4588236831733906 0.6230407233449156
Lognormal 1.85 0.10098188007660328 0.5055449770810135 0.683958721582275
LognormalAB 1.85 0.07762190108780853 0.45697117064955806 0.6206114271531187
PDE 1.88 0.07659333969795289 0.4612127404343829 0.6317547644103765
Lognormal 1.88 0.09937552612403008 0.5089533910188533 0.6945132789752316
LognormalAB 1.88 0.075715654435179 0.45929811474433524 0.629222982921188
PDE 1.91 0.07478888846637405 0.46357121349004277 0.6404554398436726
Lognormal 1.91 0.09783306766662522 0.5123041821988159 0.705037469516925
LognormalAB 1.91 0.07389497200607331 0.4615985426191033 0.6378253552762341
PDE 1.94 0.07306233022176477 0.4658988534985058 0.6491415873539902
Lognormal 1.94 0.0963503346638167 0.515598139005022 0.7155305570694855
LognormalAB 1.94 0.0721542981379219 0.4638718064181195 0.6464169861645983
PDE 1.97 0.07140868681355789 0.4681952852135929 0.657811862860565
Lognormal 1.97 0.0949235269488107 0.5188361493093316 0.7259919855369389
LognormalAB 1.97 0.07048854063154866 0.46611744082253076 0.6549965353258087
LognormalABF 0.5 0.0634308778289699 0.5886755628556646 0.4127352588423507
LognormalABF 0.53 0.06816185621002264 0.5678583235540493 0.40939253343210186
LognormalABF 0.56 0.07329259306443056 0.5486933378642094 0.4061934826563049
LognormalABF 0.59 0.07887024260213496 0.5310533368495918 0.40318310080093733
LognormalABF 0.62 0.08494611851019265 0.5148377688067414 0.4004082914022029
LognormalABF 0.65 0.09157552028681099 0.499967480143562 0.39791790746741296
LognormalABF 0.6799999999999999 0.0988172169412927 0.4863802065435787 0.3957624161944523
LognormalABF 0.71 0.10673249823400321 0.47402653297615766 0.3939931361113681
LognormalABF 0.74 0.11538372522100984 0.4628661115962364 0.3926610205022236
LognormalABF 0.77 0.12483236419996627 0.45286405378819666 0.39181501689649256
LognormalABF 0.8 0.13513657136301804 0.4439875350037725 0.3915001114153526
LognormalABF 0.8300000000000001 0.1463484948653837 0.43620274744570864 0.39175524583983545
LognormalABF 0.86 0.15851154707556303 0.4294723759913324 0.3926113404708192
LognormalABF 0.89 0.17165794123912853 0.4237537431661022 0.3940896435919094
LognormalABF 0.9199999999999999 0.18580677162787024 0.4189976943567461 0.3962005696214154
LognormalABF 0.95 0.20096285942403536 0.41514822755874004 0.39894312554895556
LognormalABF 0.98 0.21711651036649798 0.4121428445499098 0.40230499136239684
LognormalABF 1.01 0.22424423793473358 0.40991358736478345 0.40626329743143413
LognormalABF 1.04 0.21231038744195319 0.4083886740887083 0.4107860825201202
LognormalABF 1.0699999999999998 0.20126946174924637 0.40749455188666467 0.41583430575573715
LognormalABF 1.1 0.19106884144644548 0.40715809494243427 0.4213641709272238
LognormalABF 1.13 0.1816515572421093 0.4073086529659852 0.4273294671818221
LognormalABF 1.1600000000000001 0.17295882068204887 0.4078797178442815 0.4336836625765159
LognormalABF 1.19 0.1649321222164225 0.4088100876199859 0.4403815810977749
LognormalABF 1.22 0.15751481886466306 0.4100445183578233 0.447380602280457
LognormalABF 1.25 0.15065322423257632 0.41153393268592864 0.4546414088432976
LognormalABF 1.28 0.14429726869662957 0.413235290804673 0.4621283578271215
LognormalABF 1.31 0.13840082025835876 0.4151112340333882 0.46980956818051317
LognormalABF 1.3399999999999999 0.13292175688223234 0.4171295961646831 0.47765681355441353
LognormalABF 1.37 0.12782186936280843 0.41926285570042615 0.4856452941474972
LognormalABF 1.4 0.12306665755815216 0.421487579852424 0.49375334351816397
LognormalABF 1.4300000000000002 0.11862506672725359 0.42378389255565546 0.5019621096522787
LognormalABF 1.46 0.11446919687754525 0.42613498467900923 0.510255236038121
LognormalABF 1.49 0.11057400712249615 0.42852667481595197 0.5186185583599525
LognormalABF 1.52 0.10691702894207242 0.4309470226676002 0.5270398252851609
LognormalABF 1.55 0.1034780964783795 0.433385993190472 0.5355084470576953
LognormalABF 1.58 0.10023909806131112 0.4358351675890345 0.5440152725972985
LognormalABF 1.61 0.0971837505673111 0.4382874962849744 0.5525523940148772
LognormalABF 1.64 0.09429739657924091 0.44073708875573936 0.5611129764862357
LognormalABF 1.67 0.09156682333987606 0.4431790353074026 0.5696911109879385
LognormalABF 1.7 0.08898010195846529 0.4456092562367487 0.5782816872879007
LognormalABF 1.73 0.08652644508501547 0.44802437432233067 0.5868802846633637
LognormalABF 1.76 0.08419608120417982 0.4504216070910504 0.5954830780020607
LognormalABF 1.79 0.08198014374764753 0.4527986757939671 0.6040867571725489
LognormalABF 1.82 0.07987057333308667 0.45515372847160973 0.6126884577931598
LognormalABF 1.85 0.0778600315778622 0.4574852748859781 0.621285701765901
LognormalABF 1.88 0.07594182508751027 0.459792131442435 0.6298763461617984
LognormalABF 1.91 0.07410983837020818 0.46207337452184266 0.6384585392424117
LognormalABF 1.94 0.07235847457244729 0.464328300896265 0.6470306825774801
LognormalABF 1.97 0.0706826030640898 0.46655639411527455 0.6555913983712952