Synthetic Financial Data

The dataset used in the paper is a set of synthetic financial data, including option prices, underlying asset prices, strike prices, expiration times, risk-free interest rates, and volatility.

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Cite this as

Sarit Maitra, Goutam Kr. Kundu, Vivek Mishra, Kapil Arora (2024). Dataset: Synthetic Financial Data. https://doi.org/10.57702/rrpc56x3

DOI retrieved: December 16, 2024

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.1109/IIT59782.2023.10366496
Author Sarit Maitra
More Authors
Goutam Kr. Kundu
Vivek Mishra
Kapil Arora