readme.fo.txt
Creators:
Bruno Feunou
;
Cedric Okou
From the dataset abstract
This paper provides a novel methodology for estimating option pricing models based on risk-neutral moments. We synthesize the distribution extracted from a panel of option prices and...
Source: Risk‐neutral moment‐based estimation of affine option pricing models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/2efa76b5-f068-48f4-baf7-17c489dfeeb0/resource/4cb07cb3-815c-44f1-97b4-c1785057d7c0/download/readme.fo.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
