limmart.prg
Creators:
Guay Lim
;
Gael M. Martin
;
Vance L. Martin
From the dataset abstract
A general parametric framework based on the generalized Student t-distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as time-varying...
Source: Parametric pricing of higher order moments in S&P500 options (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3649638e-9f73-47bc-8d7e-2bba6d081875/resource/9aee4c02-ee95-421b-86b5-1ca8024cbca7/download/limmart.prg |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
