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Copy pathnormal_vs_arbfree_fit_1m1y.txt~
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normal_vs_arbfree_fit_1m1y.txt~
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Method Strike Volatility
Reference 2.87234E-4 7.65109E-4
Reference 0.002787234 0.001326476
Reference 0.005287234 0.002236096
Reference 0.007787234 0.003047958
Reference 0.010287234 0.003792731
Reference 0.012787234 0.004492918
Reference 0.017787234 0.005806064
Reference 0.022787234 0.007030385
Normal 2.87234E-4 7.502643772292118E-4
Normal 5.12234E-4 7.653007410164504E-4
Normal 7.37234E-4 7.808392008368198E-4
Normal 9.62234E-4 8.024953129631429E-4
Normal 0.001187234 8.343427032808243E-4
Normal 0.0014122339999999998 8.78973225012813E-4
Normal 0.001637234 9.366063443296523E-4
Normal 0.001862234 0.0010050792554658786
Normal 0.002087234 0.001081124999481174
Normal 0.002312234 0.001161727584712869
Normal 0.0025372339999999998 0.0012446889088166678
Normal 0.0027622339999999997 0.001328593948729829
Normal 0.002987234 0.001412589781462335
Normal 0.0032122339999999996 0.00149618261206559
Normal 0.003437234 0.0015790972209783812
Normal 0.0036622339999999995 0.0016611889630186252
Normal 0.003887234 0.001742390676021693
Normal 0.004112234 0.0018226809676026932
Normal 0.004337234 0.0019020652372155828
Normal 0.004562234 0.0019805642496130652
Normal 0.004787234 0.002058207211146519
Normal 0.005012234 0.0021350275577327327
Normal 0.0052372339999999995 0.0022110603939107408
Normal 0.005462234 0.002286340947718317
Normal 0.005687234 0.0023609036559588763
Normal 0.005912234 0.002434781643019153
Normal 0.006137233999999999 0.0025080064459759677
Normal 0.006362234 0.0025806078934749563
Normal 0.006587234 0.002652614079760804
Normal 0.0068122339999999995 0.002724051396482004
Normal 0.007037233999999999 0.0027949445983529047
Normal 0.007262234 0.0028653168873640157
Normal 0.007487234 0.002935190005782018
Normal 0.007712233999999999 0.003004584331779485
Normal 0.007937234000000001 0.003073518973879523
Normal 0.008162234 0.00314201186192838
Normal 0.008387234 0.0032100798333061144
Normal 0.008612234000000002 0.0032777387137299264
Normal 0.008837234000000001 0.003345003392419271
Normal 0.009062234 0.003411887891651564
Normal 0.009287234 0.0034784054308973768
Normal 0.009512234000000001 0.003544568485814749
Normal 0.009737234 0.0036103888424310416
Normal 0.009962234 0.0036758776468599065
Normal 0.010187234 0.0037410454509014543
Normal 0.010412234000000001 0.003805902253864458
Normal 0.010637234 0.003870457540931559
Normal 0.010862234 0.003934720318368503
Normal 0.011087234000000001 0.003998699145856323
Normal 0.011312234000000001 0.004062402166202655
Normal 0.011537234 0.004125837132666999
Normal 0.011762234 0.0041890114341137635
Normal 0.011987234 0.004251932118187325
Normal 0.012212233999999999 0.004314605912685541
Normal 0.012437234 0.004377039245291503
Normal 0.012662234000000001 0.004439238261808082
Normal 0.012887234000000001 0.004501208843026269
Normal 0.013112234 0.004562956620345491
Normal 0.013337234 0.004624486990253522
Normal 0.013562234 0.004685805127762708
Normal 0.013787233999999999 0.00474691599889023
Normal 0.014012234000000002 0.004807824372262459
Normal 0.014237234000000001 0.004868534829915269
Normal 0.014462234000000001 0.00492905177735597
Normal 0.014687234 0.00498937945294626
Normal 0.014912234 0.005049521936660337
Normal 0.015137234 0.005109483158267629
Normal 0.015362233999999999 0.005169266904984262
Normal 0.015587234000000002 0.00522887682863514
Normal 0.015812234 0.005288316452362601
Normal 0.016037234 0.005347589176917089
Normal 0.016262234 0.005406698286559686
Normal 0.016487234 0.005465646954605961
Normal 0.016712234 0.005524438248636279
Normal 0.016937234000000002 0.0055830751353973165
Normal 0.017162234000000002 0.005641560485416064
Normal 0.017387234 0.005699897077346996
Normal 0.017612234 0.005758087602069961
Normal 0.017837234 0.005816134666557568
Normal 0.018062234 0.005874040797525355
Normal 0.018287234 0.0059318084448816
Normal 0.018512234000000002 0.005989439984988403
Normal 0.018737234000000002 0.0060469377237470845
Normal 0.018962234 0.006104303899519309
Normal 0.019187234 0.006161540685894246
Normal 0.019412234 0.0062186501943114056
Normal 0.019637234 0.0062756344765488485
Normal 0.019862234 0.0063324955270838736
Normal 0.020087234 0.006389235285335693
Normal 0.020312234000000002 0.00644585563779572
Normal 0.020537234 0.006502358420052934
Normal 0.020762234 0.006558745418720638
Normal 0.020987234 0.0066150183732701295
Normal 0.021212234 0.006671178977777027
Normal 0.021437234 0.00672722888258452
Normal 0.021662234 0.006783169695889278
Normal 0.021887234000000002 0.006839002985254139
Normal 0.022112234 0.006894730279051232
Normal 0.022337234 0.006950353067838914
Normal 0.022562234 0.007005872805678306
Normal 0.022787234 0.007061290911390331
Arbitrage-free 2.87234E-4 8.192773082316333E-4
Arbitrage-free 5.12234E-4 8.354577930113496E-4
Arbitrage-free 7.37234E-4 8.488517996673463E-4
Arbitrage-free 9.62234E-4 8.675667800538275E-4
Arbitrage-free 0.001187234 8.94067303873811E-4
Arbitrage-free 0.0014122339999999998 9.319776467686864E-4
Arbitrage-free 0.001637234 9.806344979422497E-4
Arbitrage-free 0.001862234 0.0010404678857826976
Arbitrage-free 0.002087234 0.0011083211064866483
Arbitrage-free 0.002312234 0.001181558135648402
Arbitrage-free 0.0025372339999999998 0.0012583445035033547
Arbitrage-free 0.0027622339999999997 0.00133718452531485
Arbitrage-free 0.002987234 0.0014169191111807048
Arbitrage-free 0.0032122339999999996 0.0014969468410980424
Arbitrage-free 0.003437234 0.0015767504647799019
Arbitrage-free 0.0036622339999999995 0.0016563966242686733
Arbitrage-free 0.003887234 0.0017353843879822008
Arbitrage-free 0.004112234 0.001813803051507382
Arbitrage-free 0.004337234 0.0018913859158020028
Arbitrage-free 0.004562234 0.001968604717328259
Arbitrage-free 0.004787234 0.0020449550100772374
Arbitrage-free 0.005012234 0.0021207163075875404
Arbitrage-free 0.0052372339999999995 0.0021957688717594345
Arbitrage-free 0.005462234 0.002270200836908493
Arbitrage-free 0.005687234 0.002344035064128246
Arbitrage-free 0.005912234 0.002417265312686232
Arbitrage-free 0.006137233999999999 0.002489930908810624
Arbitrage-free 0.006362234 0.0025620289290359884
Arbitrage-free 0.006587234 0.00263361427450238
Arbitrage-free 0.0068122339999999995 0.0027047068613977364
Arbitrage-free 0.007037233999999999 0.002775327899082517
Arbitrage-free 0.007262234 0.0028454484255666344
Arbitrage-free 0.007487234 0.0029151299857945786
Arbitrage-free 0.007712233999999999 0.0029843899604561634
Arbitrage-free 0.007937234000000001 0.003053249006023617
Arbitrage-free 0.008162234 0.0031216603412790494
Arbitrage-free 0.008387234 0.003189702852688489
Arbitrage-free 0.008612234000000002 0.0032573624677314484
Arbitrage-free 0.008837234000000001 0.0033247133890627147
Arbitrage-free 0.009062234 0.003391664322768119
Arbitrage-free 0.009287234 0.0034583344710667446
Arbitrage-free 0.009512234000000001 0.0035246664850903794
Arbitrage-free 0.009737234 0.0035907067657786097
Arbitrage-free 0.009962234 0.0036564271528772532
Arbitrage-free 0.010187234 0.003721775866692894
Arbitrage-free 0.010412234000000001 0.0037869386868682763
Arbitrage-free 0.010637234 0.0038518015433082683
Arbitrage-free 0.010862234 0.003916341836211374
Arbitrage-free 0.011087234000000001 0.003980710901086432
Arbitrage-free 0.011312234000000001 0.0040447291042237125
Arbitrage-free 0.011537234 0.004108576774706724
Arbitrage-free 0.011762234 0.004172159826406365
Arbitrage-free 0.011987234 0.00423544801749895
Arbitrage-free 0.012212233999999999 0.004298641402688445
Arbitrage-free 0.012437234 0.004361521157671845
Arbitrage-free 0.012662234000000001 0.00442414708698055
Arbitrage-free 0.012887234000000001 0.004486633067460236
Arbitrage-free 0.013112234 0.0045489604995721964
Arbitrage-free 0.013337234 0.004611015258580419
Arbitrage-free 0.013562234 0.004672847633005758
Arbitrage-free 0.013787233999999999 0.004734492041461615
Arbitrage-free 0.014012234000000002 0.004795968618085399
Arbitrage-free 0.014237234000000001 0.00485728539200554
Arbitrage-free 0.014462234000000001 0.0049184417689888595
Arbitrage-free 0.014687234 0.0049794215002565865
Arbitrage-free 0.014912234 0.005040217588802664
Arbitrage-free 0.015137234 0.005100838664092914
Arbitrage-free 0.015362233999999999 0.005161290505558648
Arbitrage-free 0.015587234000000002 0.00522157646581917
Arbitrage-free 0.015812234 0.005281697579444471
Arbitrage-free 0.016037234 0.005341652400807733
Arbitrage-free 0.016262234 0.005401447652722783
Arbitrage-free 0.016487234 0.005461108526430203
Arbitrage-free 0.016712234 0.005520644329211635
Arbitrage-free 0.016937234000000002 0.005580058727988998
Arbitrage-free 0.017162234000000002 0.005639347970684173
Arbitrage-free 0.017387234 0.005698499882329382
Arbitrage-free 0.017612234 0.00575749375915142
Arbitrage-free 0.017837234 0.005816301115912824
Arbitrage-free 0.018062234 0.005874935127627276
Arbitrage-free 0.018287234 0.005933535043237482
Arbitrage-free 0.018512234000000002 0.005992060977649723
Arbitrage-free 0.018737234000000002 0.006050445097607826
Arbitrage-free 0.018962234 0.006108614375215135
Arbitrage-free 0.019187234 0.006166624629397441
Arbitrage-free 0.019412234 0.006224663482956688
Arbitrage-free 0.019637234 0.006282599088102212
Arbitrage-free 0.019862234 0.006340297532434742
Arbitrage-free 0.020087234 0.006397852692867588
Arbitrage-free 0.020312234000000002 0.006455470135497338
Arbitrage-free 0.020537234 0.006512929781640543
Arbitrage-free 0.020762234 0.006570104427868225
Arbitrage-free 0.020987234 0.006627371340499076
Arbitrage-free 0.021212234 0.006684553725237721
Arbitrage-free 0.021437234 0.0067414151145630714
Arbitrage-free 0.021662234 0.0067983654056806226
Arbitrage-free 0.021887234000000002 0.006855249900077948
Arbitrage-free 0.022112234 0.006911798868695489
Arbitrage-free 0.022337234 0.006968493795043216
Arbitrage-free 0.022562234 0.007025047522039253
Arbitrage-free 0.022787234 0.007081325395405035