fig_options_strikes.csv
Creators:
Konstantinos Metaxoglou
;
Aaron Smith
From the dataset abstract
We develop a set of statistics to represent the option-implied stochastic discount factor and we apply them to S&P 500 returns between 1990 and 2012. Our statistics, which we call...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f126265b-8de4-44d2-af3a-4d4113c20dde/resource/1e027366-a280-4435-9b6f-a93f5a19899b/download/fig_options_strikes.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
