Finding Training Data for Black–Scholes Approximations

Summary

The document asks where academics can obtain free data to train an approximation of the Black–Scholes pricing model. It identifies the model inputs the author has in mind: share price, strike, risk-free rate, volatility, and time to expiration. The author notes that share prices and volatility seem easier to obtain than the other inputs, but does not discuss specific datasets or how to align market observations across variables.

The sole answer points to a source for training data, without describing its contents, coverage, licensing, or suitability for research. No experiments or performance results are reported. The note therefore offers a possible lead rather than a reproducible data workflow, and readers would need to verify the source and check whether its data match their intended approximation task.

Key ideas

• A Black–Scholes approximation needs observations of price, strike, interest rate, volatility, and time to expiration.
• The question focuses on locating freely available academic training data.
• The answer provides a single suggested source but gives no detail about data quality or coverage.
• The document reports no model training results or validation evidence.

Tags

# Training data for Black Scholes


# Training data for Black Scholes












What sources of data suitable for training approximations to Black-Scholes are freely available to academics?

My understanding is that the parameters to Black-Scholes are:

- share price

- strike price

- risk-free interest rate

- volatility (historically- estimated)

- time until expiration

While share price and volatility would appear to be generally available (e.g. via Yahoo APIs) it's not clear to me where to obtain the remaining information.

## Answer by Vinayak Mahesh (score 1, accepted)

https://quant.stackexchange.com/a/25384

I guess you could use the following link for data for training approximations:

http://www.scientific-consultants.com/nnbd.html

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