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://jda-test.zbw.eu/dataset/056d51f5-e7bf-4ba7-a1e6-8c703a80eedf/resource/94d6244b-0869-477e-9fdd-fb26f272580c/download/limmart.prg |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
