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normal_vs_arbfree_fit_1m5y.txt~
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normal_vs_arbfree_fit_1m5y.txt~
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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 0.006219865328244948
Arbitrage-free 0.0037612325 0.006212725477301086
Arbitrage-free 0.0041112325 0.006203824392714787
Arbitrage-free 0.0044612325000000005 0.006193541347207491
Arbitrage-free 0.0048112325 0.006182200986625448
Arbitrage-free 0.0051612325 0.006170088800464268
Arbitrage-free 0.0055112325 0.006157462047573755
Arbitrage-free 0.005861232500000001 0.0061445577052043
Arbitrage-free 0.0062112325 0.006131598400957943
Arbitrage-free 0.0065612325 0.006118796932551334
Arbitrage-free 0.0069112325 0.006106359764938812
Arbitrage-free 0.0072612325 0.00609448975849174
Arbitrage-free 0.0076112325000000005 0.006083388293059591
Arbitrage-free 0.007961232500000002 0.006073256892533865
Arbitrage-free 0.008311232500000001 0.006064298412423041
Arbitrage-free 0.008661232500000001 0.006056717822756349
Arbitrage-free 0.0090112325 0.006050722596821209
Arbitrage-free 0.0093612325 0.006046522700902279
Arbitrage-free 0.0097112325 0.006044330170500945
Arbitrage-free 0.0100612325 0.006044358254359248
Arbitrage-free 0.010411232500000001 0.006046820109321749
Arbitrage-free 0.0107612325 0.006051927037166227
Arbitrage-free 0.0111112325 0.006059886269463611
Arbitrage-free 0.0114612325 0.006070898328344765
Arbitrage-free 0.011811232500000001 0.006085154019097389
Arbitrage-free 0.0121612325 0.00610283114311673
Arbitrage-free 0.012511232500000002 0.006124091054022232
Arbitrage-free 0.0128612325 0.006149075211697641
Arbitrage-free 0.013211232500000001 0.006177901913761717
Arbitrage-free 0.013561232500000001 0.006210663396529225
Arbitrage-free 0.0139112325 0.006247423493681811
Arbitrage-free 0.014261232500000002 0.006288216018284038
Arbitrage-free 0.014611232500000002 0.006333043992797937
Arbitrage-free 0.0149612325 0.006381879795782699
Arbitrage-free 0.0153112325 0.006434666229176292
Arbitrage-free 0.0156612325 0.006491318444345407
Arbitrage-free 0.0160112325 0.006551726606620899
Arbitrage-free 0.016361232500000003 0.006615759133662476
Arbitrage-free 0.0167112325 0.006683266317042344
Arbitrage-free 0.017061232500000002 0.006754084130109552
Arbitrage-free 0.017411232500000002 0.0068280380367412765
Arbitrage-free 0.0177612325 0.006904946641025353
Arbitrage-free 0.0181112325 0.006984625052121091
Arbitrage-free 0.0184612325 0.007066887876280641
Arbitrage-free 0.0188112325 0.0071515517847919804
Arbitrage-free 0.0191612325 0.007238437639160571
Arbitrage-free 0.0195112325 0.007327372181227357
Arbitrage-free 0.019861232500000003 0.007418189315472785
Arbitrage-free 0.020211232500000002 0.007510731023643419
Arbitrage-free 0.020561232500000002 0.00760484795895276
Arbitrage-free 0.0209112325 0.007700399769553646
Arbitrage-free 0.0212612325 0.007797255199977763
Arbitrage-free 0.021611232500000004 0.007895292015900826
Arbitrage-free 0.0219612325 0.007994396792866986
Arbitrage-free 0.0223112325 0.00809446460422415
Arbitrage-free 0.022661232500000003 0.008195398638025033
Arbitrage-free 0.023011232500000003 0.008297109767392494
Arbitrage-free 0.023361232500000002 0.00839951609405121
Arbitrage-free 0.023711232500000002 0.008502542480503797
Arbitrage-free 0.024061232500000005 0.008606120082709771
Arbitrage-free 0.0244112325 0.008710185892099527
Arbitrage-free 0.0247612325 0.00881468229327438
Arbitrage-free 0.025111232500000004 0.008919556641749211
Arbitrage-free 0.0254612325 0.009024760864519681
Arbitrage-free 0.025811232500000003 0.009130251085013924
Arbitrage-free 0.026161232500000003 0.009235987273061377
Arbitrage-free 0.0265112325 0.00934193291982011
Arbitrage-free 0.026861232500000002 0.009448054737105213
Arbitrage-free 0.0272112325 0.009554322380211276
Arbitrage-free 0.0275612325 0.009660708193090946
Arbitrage-free 0.0279112325 0.009767186974609158
Arbitrage-free 0.028261232500000004 0.009873735764519704
Arbitrage-free 0.028611232500000004 0.009980333647786733
Arbitrage-free 0.028961232500000003 0.010086961575887884
Arbitrage-free 0.029311232500000003 0.010193602203773865
Arbitrage-free 0.029661232500000006 0.010300239741216868
Arbitrage-free 0.030011232500000002 0.010406859817346967
Arbitrage-free 0.0303612325 0.010513449357250201
Arbitrage-free 0.030711232500000005 0.010619996469578853
Arbitrage-free 0.0310612325 0.01072649034420127
Arbitrage-free 0.031411232500000004 0.010832921158994731
Arbitrage-free 0.0317612325 0.01093927999495708
Arbitrage-free 0.0321112325 0.01104555875888249
Arbitrage-free 0.032461232500000006 0.011151750112911798
Arbitrage-free 0.0328112325 0.011257847410328443
Arbitrage-free 0.0331612325 0.011363844637027673
Arbitrage-free 0.0335112325 0.011469736358138548
Arbitrage-free 0.033861232500000005 0.01157551766932619
Arbitrage-free 0.0342112325 0.011681184152345281
Arbitrage-free 0.0345612325 0.011786731834456096
Arbitrage-free 0.0349112325 0.01189215715135044
Arbitrage-free 0.0352612325 0.011997456913268045
Arbitrage-free 0.0356112325 0.012102628274014123
Arbitrage-free 0.0359612325 0.012207668702615816
Arbitrage-free 0.036311232500000006 0.012312575957380275
Arbitrage-free 0.0366612325 0.01241734806213884
Arbitrage-free 0.037011232500000005 0.012521983284482518
Arbitrage-free 0.03736123250000001 0.012626480115812407
Arbitrage-free 0.037711232500000004 0.012730837253044087
Arbitrage-free 0.0380612325 0.012835053581821392
Arbitrage-free 0.0384112325 0.012939128161107233