-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathnormal_vs_arbfree_fit_1m5y.txt
215 lines (215 loc) · 9.97 KB
/
normal_vs_arbfree_fit_1m5y.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
Method Strike Volatility
Reference 0.0034112325 0.0069511945
Reference 0.0084112325 0.005593476
Reference 0.0109112325 0.0056426279
Reference 0.0134112325 0.0060367039
Reference 0.0159112325 0.0065177869
Reference 0.0184112325 0.0070990973
Reference 0.0209112325 0.0078222947
Reference 0.0234112325 0.0085819546
Reference 0.0259112325 0.0092668116
Reference 0.0284112325 0.009898088
Reference 0.0334112325 0.0110632582
Reference 0.0384112325 0.012887474
Normal 0.0034112325 0.006219865328244948
Normal 0.0037612325 0.006212725477301086
Normal 0.0041112325 0.006203824392714787
Normal 0.0044612325000000005 0.006193541347207491
Normal 0.0048112325 0.006182200986625448
Normal 0.0051612325 0.006170088800464268
Normal 0.0055112325 0.006157462047573755
Normal 0.005861232500000001 0.0061445577052043
Normal 0.0062112325 0.006131598400957943
Normal 0.0065612325 0.006118796932551334
Normal 0.0069112325 0.006106359764938812
Normal 0.0072612325 0.00609448975849174
Normal 0.0076112325000000005 0.006083388293059591
Normal 0.007961232500000002 0.006073256892533865
Normal 0.008311232500000001 0.006064298412423041
Normal 0.008661232500000001 0.006056717822756349
Normal 0.0090112325 0.006050722596821209
Normal 0.0093612325 0.006046522700902279
Normal 0.0097112325 0.006044330170500945
Normal 0.0100612325 0.006044358254359248
Normal 0.010411232500000001 0.006046820109321749
Normal 0.0107612325 0.006051927037166227
Normal 0.0111112325 0.006059886269463611
Normal 0.0114612325 0.006070898328344765
Normal 0.011811232500000001 0.006085154019097389
Normal 0.0121612325 0.00610283114311673
Normal 0.012511232500000002 0.006124091054022232
Normal 0.0128612325 0.006149075211697641
Normal 0.013211232500000001 0.006177901913761717
Normal 0.013561232500000001 0.006210663396529225
Normal 0.0139112325 0.006247423493681811
Normal 0.014261232500000002 0.006288216018284038
Normal 0.014611232500000002 0.006333043992797937
Normal 0.0149612325 0.006381879795782699
Normal 0.0153112325 0.006434666229176292
Normal 0.0156612325 0.006491318444345407
Normal 0.0160112325 0.006551726606620899
Normal 0.016361232500000003 0.006615759133662476
Normal 0.0167112325 0.006683266317042344
Normal 0.017061232500000002 0.006754084130109552
Normal 0.017411232500000002 0.0068280380367412765
Normal 0.0177612325 0.006904946641025353
Normal 0.0181112325 0.006984625052121091
Normal 0.0184612325 0.007066887876280641
Normal 0.0188112325 0.0071515517847919804
Normal 0.0191612325 0.007238437639160571
Normal 0.0195112325 0.007327372181227357
Normal 0.019861232500000003 0.007418189315472785
Normal 0.020211232500000002 0.007510731023643419
Normal 0.020561232500000002 0.00760484795895276
Normal 0.0209112325 0.007700399769553646
Normal 0.0212612325 0.007797255199977763
Normal 0.021611232500000004 0.007895292015900826
Normal 0.0219612325 0.007994396792866986
Normal 0.0223112325 0.00809446460422415
Normal 0.022661232500000003 0.008195398638025033
Normal 0.023011232500000003 0.008297109767392494
Normal 0.023361232500000002 0.00839951609405121
Normal 0.023711232500000002 0.008502542480503797
Normal 0.024061232500000005 0.008606120082709771
Normal 0.0244112325 0.008710185892099527
Normal 0.0247612325 0.00881468229327438
Normal 0.025111232500000004 0.008919556641749211
Normal 0.0254612325 0.009024760864519681
Normal 0.025811232500000003 0.009130251085013924
Normal 0.026161232500000003 0.009235987273061377
Normal 0.0265112325 0.00934193291982011
Normal 0.026861232500000002 0.009448054737105213
Normal 0.0272112325 0.009554322380211276
Normal 0.0275612325 0.009660708193090946
Normal 0.0279112325 0.009767186974609158
Normal 0.028261232500000004 0.009873735764519704
Normal 0.028611232500000004 0.009980333647786733
Normal 0.028961232500000003 0.010086961575887884
Normal 0.029311232500000003 0.010193602203773865
Normal 0.029661232500000006 0.010300239741216868
Normal 0.030011232500000002 0.010406859817346967
Normal 0.0303612325 0.010513449357250201
Normal 0.030711232500000005 0.010619996469578853
Normal 0.0310612325 0.01072649034420127
Normal 0.031411232500000004 0.010832921158994731
Normal 0.0317612325 0.01093927999495708
Normal 0.0321112325 0.01104555875888249
Normal 0.032461232500000006 0.011151750112911798
Normal 0.0328112325 0.011257847410328443
Normal 0.0331612325 0.011363844637027673
Normal 0.0335112325 0.011469736358138548
Normal 0.033861232500000005 0.01157551766932619
Normal 0.0342112325 0.011681184152345281
Normal 0.0345612325 0.011786731834456096
Normal 0.0349112325 0.01189215715135044
Normal 0.0352612325 0.011997456913268045
Normal 0.0356112325 0.012102628274014123
Normal 0.0359612325 0.012207668702615816
Normal 0.036311232500000006 0.012312575957380275
Normal 0.0366612325 0.01241734806213884
Normal 0.037011232500000005 0.012521983284482518
Normal 0.03736123250000001 0.012626480115812407
Normal 0.037711232500000004 0.012730837253044087
Normal 0.0380612325 0.012835053581821392
Normal 0.0384112325 0.012939128161107233
Arbitrage-free 0.0034112325 0.00623370142513393
Arbitrage-free 0.0037612325 0.006245136431480697
Arbitrage-free 0.0041112325 0.006235546018331544
Arbitrage-free 0.0044612325000000005 0.0062239215356599585
Arbitrage-free 0.0048112325 0.006211259075903074
Arbitrage-free 0.0051612325 0.006197862526327353
Arbitrage-free 0.0055112325 0.006183929674054775
Arbitrage-free 0.005861232500000001 0.006169813882917559
Arbitrage-free 0.0062112325 0.006155721724840988
Arbitrage-free 0.0065612325 0.0061417665730713064
Arbitrage-free 0.0069112325 0.00612825139805823
Arbitrage-free 0.0072612325 0.006115382292817345
Arbitrage-free 0.0076112325000000005 0.006103247794989246
Arbitrage-free 0.007961232500000002 0.006092213692386208
Arbitrage-free 0.008311232500000001 0.006082309948203821
Arbitrage-free 0.008661232500000001 0.006073907090766443
Arbitrage-free 0.0090112325 0.006067055082195897
Arbitrage-free 0.0093612325 0.006062069028512497
Arbitrage-free 0.0097112325 0.0060591441709882485
Arbitrage-free 0.0100612325 0.0060584275064797894
Arbitrage-free 0.010411232500000001 0.006060178642997578
Arbitrage-free 0.0107612325 0.006064621816798022
Arbitrage-free 0.0111112325 0.006071926541973181
Arbitrage-free 0.0114612325 0.00608234286401326
Arbitrage-free 0.011811232500000001 0.00609598794668249
Arbitrage-free 0.0121612325 0.006113066822407939
Arbitrage-free 0.012511232500000002 0.006133739451512611
Arbitrage-free 0.0128612325 0.006158144769475036
Arbitrage-free 0.013211232500000001 0.006186398301696482
Arbitrage-free 0.013561232500000001 0.006218589662667655
Arbitrage-free 0.0139112325 0.006254780383162251
Arbitrage-free 0.014261232500000002 0.00629500243270814
Arbitrage-free 0.014611232500000002 0.006339257829836524
Arbitrage-free 0.0149612325 0.006387519754595254
Arbitrage-free 0.0153112325 0.006439735390382714
Arbitrage-free 0.0156612325 0.006495822304565859
Arbitrage-free 0.0160112325 0.006555650215356787
Arbitrage-free 0.016361232500000003 0.006619101113470699
Arbitrage-free 0.0167112325 0.006686038780019165
Arbitrage-free 0.017061232500000002 0.006756277399896503
Arbitrage-free 0.017411232500000002 0.006829663736163994
Arbitrage-free 0.0177612325 0.006906006794855006
Arbitrage-free 0.0181112325 0.006985123291330919
Arbitrage-free 0.0184612325 0.007066838081380241
Arbitrage-free 0.0188112325 0.0071509616841458346
Arbitrage-free 0.0191612325 0.007237312490042647
Arbitrage-free 0.0195112325 0.0073257318617289315
Arbitrage-free 0.019861232500000003 0.0074160501340459
Arbitrage-free 0.020211232500000002 0.007508105306220355
Arbitrage-free 0.020561232500000002 0.007601743283026259
Arbitrage-free 0.0209112325 0.007696843677917242
Arbitrage-free 0.0212612325 0.007793262262251513
Arbitrage-free 0.021611232500000004 0.007890867618503057
Arbitrage-free 0.0219612325 0.00798956520274768
Arbitrage-free 0.0223112325 0.008089203995055784
Arbitrage-free 0.022661232500000003 0.00818978111503917
Arbitrage-free 0.023011232500000003 0.008291178634759998
Arbitrage-free 0.023361232500000002 0.00839325799309617
Arbitrage-free 0.023711232500000002 0.008495988203522282
Arbitrage-free 0.024061232500000005 0.008599288695384004
Arbitrage-free 0.0244112325 0.008703056757909512
Arbitrage-free 0.0247612325 0.008807323389908733
Arbitrage-free 0.025111232500000004 0.008911937010279399
Arbitrage-free 0.0254612325 0.009016960667660265
Arbitrage-free 0.025811232500000003 0.009122229979590505
Arbitrage-free 0.026161232500000003 0.009227825319390487
Arbitrage-free 0.0265112325 0.009333606675252428
Arbitrage-free 0.026861232500000002 0.009439567752363584
Arbitrage-free 0.0272112325 0.00954570931083132
Arbitrage-free 0.0275612325 0.00965200683904893
Arbitrage-free 0.0279112325 0.009758418765071629
Arbitrage-free 0.028261232500000004 0.009864906348064102
Arbitrage-free 0.028611232500000004 0.009971454620389055
Arbitrage-free 0.028961232500000003 0.010078043594434795
Arbitrage-free 0.029311232500000003 0.010184647243241944
Arbitrage-free 0.029661232500000006 0.010291269198235458
Arbitrage-free 0.030011232500000002 0.010397909917850159
Arbitrage-free 0.0303612325 0.010504557928524075
Arbitrage-free 0.030711232500000005 0.01061117720820153
Arbitrage-free 0.0310612325 0.010717696997966387
Arbitrage-free 0.031411232500000004 0.010824194957367347
Arbitrage-free 0.0317612325 0.010930695645786477
Arbitrage-free 0.0321112325 0.011037042446350634
Arbitrage-free 0.032461232500000006 0.01114336576067122
Arbitrage-free 0.0328112325 0.01124963886760215
Arbitrage-free 0.0331612325 0.011355734196480526
Arbitrage-free 0.0335112325 0.011461853463371105
Arbitrage-free 0.033861232500000005 0.011567753474171015
Arbitrage-free 0.0342112325 0.01167367528354188
Arbitrage-free 0.0345612325 0.011779384784227104
Arbitrage-free 0.0349112325 0.011885044992128795
Arbitrage-free 0.0352612325 0.011990602695723872
Arbitrage-free 0.0356112325 0.012095960554511263
Arbitrage-free 0.0359612325 0.012201328767852678
Arbitrage-free 0.036311232500000006 0.012306497540365825
Arbitrage-free 0.0366612325 0.012411499180488894
Arbitrage-free 0.037011232500000005 0.012516473992997965
Arbitrage-free 0.03736123250000001 0.012621317726770954
Arbitrage-free 0.037711232500000004 0.012725955343074557
Arbitrage-free 0.0380612325 0.01283046370861206
Arbitrage-free 0.0384112325 0.012934901885199033