Option Risk Premia

NIAID Data Ecosystem2026-03-12 收录

期权定价

风险溢价

数据链接：

https://doi.org/10.7910/DVN/NV6QHU 数据链接链接失效反馈

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资源简介：

Calculations of option risk premia as per the formulas described in the paper "Extracting Option Risk Premia and Implied Expected Return from Option Prices"

创建时间：

2021-10-01

[SAMPLE] OptionMetrics IvyDB US - ETF Data, Historical Option Prices and Implied Volatility Data ...

金融衍生品

期权定价

Comprehensive Coverage IvyDB US contains a complete historical record of end-of-day data on all US exchange-traded equity and index options (including options on ETFs and ADRs) from January 1996 onwa

Databricks230

Kiann_Options_Project

期权定价

风险分析

Testing project to allow users on options pricing and risk analytics.

RapidAPI2023-04-02 更新60

Learning agents in black-scholes financial markets

金融分析

期权定价

Black-Scholes (BS) is a remarkable quotation model for European option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike (at which p

DataCite Commons2025-04-01 更新60

EXPLICIT CLOSED-FORM SOLUTION OF BLACK-SCHOLES EQUATION AND ITS APPLICATION TO CASH-OR-NOTHING BINARY OPTIONS

金融数学

期权定价

This work deals with the explicit closed-form solution of Black-Scholes equation and its application to cash-or-nothing binary options. We first transform the Black-Scholes equation into a diffusion e

DataCite Commons2024-06-11 更新80

Learning and Index Option Returns

期权定价

投资者学习

Little is known about the economic sources that may generate the abnormal returns observed in put index options. We show that the learning process followed by investors may be one such source. We deve

DataCite Commons2021-09-29 更新60

Option Risk Premia

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