翻译为英文, 避免抄袭 本次project应用的数据是微软公司的期权数据, 该数据是从yahoo finance获取. 时间为2023-09-15到期的期权数据. 在这里, 我们使用了过去一年的历史波动率. 无风险利率选取的是十年期长期国债收益率. 具体参数如下:
The data used for this project is option data from Microsoft obtained from Yahoo Finance. The options have an expiration date of September 15, 2023. Historical volatility from the past year has been used. The risk-free rate is based on the yield of 10-year Treasury bonds.
The specific parameters are as follows:
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