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://jda-test.zbw.eu/dataset/9dcb52a3-4579-48da-abc4-2b0f9f93bcf6/resource/95c4924f-19fd-4371-9502-7c338cbac055/download/readme.fo.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
