Scheme of our methodology (IMAGE)

Shanghai Jiao Tong University Journal Center

Scheme of our methodology

Caption

The left side represents the theoretical framework; the top middle contains a labeled box with a circumscribed circle displaying the call and put option prices (c, p), as well as the delta and vega risks (δ, ν), measured in a generic currency ¤. Near the center, the double symbol □ represents the functions that process input information with the comparison criteria to provide the outputs, represented by dashed arrows. A particular output is depicted on the right.

Credit

Carlos Alexander Grajales (University of Antioquia, Colombia) Santiago Medina Hurtado (National University of Colombia, Colombia) Samuel Mongrut (Universidad del Pacifico, Peru)

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