levy-option-pricing-master.zip （60个子文件） 
levy-option-pricing-master pricing 
Pricer_BS.m 1KB Pricer_FFT.m 3KB CF_Pricer.m 1KB Pricer_FRFT.m 3KB Pricer_FT.m 2KB Pricer_COS.m 4KB Pricer_QGK.m 1KB images 
pricing_error_vs_cos_n.jpg 159KB pricing_error_for_parameter_set.jpg 193KB pricing_error_vs_b-a.jpg 141KB cputime_vs_n.jpg 154KB pricing_error_vs_cputime.jpg 146KB calibration engines Calibration_SQP.m 4KB CalibrationEngine.m 1KB loss LossFunction.m 655B Loss_Quadratic.m 1KB data txt2surface.m 2KB plotOptionData.m 715B plotCalibrationResult_Single.m 2KB examples ComparePricingMethods.m 4KB PlotCalibrationTargetFunctionCGMY.m 4KB COSTruncationBoundDependence.m 6KB simulation_studies SimulationStudy_SQP_BS.m 1KB SimulationStudy_SQP_CGMY.m 2KB PlotCalibrationTargetFunctionBS.m 2KB test TestCalibrationEngine_SQP_BS.m 1KB TestPricers_CGMY.m 2KB TestPricers_BS.m 2KB TestConvolutionFFT.m 773B TestFFT.m 1KB TestSQP.m 586B TestCalibrationEngine_SQP_CGMY.m 1KB TestFRFT.m 632B TestCharacteristicFunctions.m 837B README.md 10KB math interpolation extractInterpolatedElements.m 2KB fourier_methods FFT.m 1KB DFT.m 870B FRFT.m 1019B characteristic_functions CF_CGMY.m 7KB CharacteristicFunction.m 3KB CF_BlackScholes.m 3KB optimisation Optimiser_SQP.m 17KB data EuroSTOXX 20160324 
EuroSTOXX_Call_202012.txt 5KB EuroSTOXX_Call_201706.txt 7KB EuroSTOXX_Call_202512.txt 2KB EuroSTOXX_Call_201605.txt 12KB EuroSTOXX_Call_202412.txt 2KB EuroSTOXX_Call_201609.txt 9KB EuroSTOXX_Call_201712.txt 8KB EuroSTOXX_Call_202212.txt 3KB EuroSTOXX_Call_201606.txt 12KB EuroSTOXX_Call_201612.txt 9KB EuroSTOXX_Call_201912.txt 5KB EuroSTOXX_Call_201812.txt 7KB EuroSTOXX_Call_201703.txt 6KB EuroSTOXX_Call_202112.txt 4KB EuroSTOXX_Call_201806.txt 4KB EuroSTOXX_Call_202312.txt 3KB EuroSTOXX_Call_201604.txt 9KB资源评论
