PyMPDATA_examples.Magnuszewski_et_al_2025.barraquand_data

 1# table 6 from [Barraquand and Pudet 1994](https://doi.org/10.1111/j.1467-9965.1996.tb00111.x)
 2headers = ["sigma", "T", "K", "call_price", "put_price"]
 3
 4# 0.1,0.25,95,6.132,0.013
 5# 0.1,0.25,100,1.869,0.626
 6# 0.1,0.25,105,0.151,3.785
 7# 0.1,0.5,95,7.248,0.046
 8# 0.1,0.5,100,3.1,0.655
 9# 0.1,0.5,105,0.727,3.039
10# 0.1,1,95,9.313,0.084
11# 0.1,1,100,5.279,0.577
12# 0.1,1,105,2.313,2.137
13# 0.2,0.25,95,6.5,0.379
14# 0.2,0.25,100,2.96,1.716
15# 0.2,0.25,105,0.966,4.598
16# 0.4,0.25,95,8.151,2.025
17# 0.4,0.25,100,5.218,3.970
18# 0.4,0.25,105,3.106,6.735
19# 0.2,0.5,95,7.793,0.731
20# 0.2,1,95,10.336,1.099
21# 0.4,1,95,13.825,4.550
22# 0.4,0.5,95,10.425,3.215
23
24table = """
250.2,0.5,100,4.548,2.102
260.2,0.5,105,2.241,4.552
270.2,1,100,7.079,2.369
280.2,1,105,4.539,4.356
290.4,0.5,100,7.650,5.197
300.4,0.5,105,5.444,7.748
310.4,1,100,11.213,6.465
320.4,1,105,8.989,8.767
33"""