MATLAB replication files for "Stock Return Extrapolation, Option Prices, and Variance Risk Premium"

Name: MATLAB replication files for "Stock Return Extrapolation, Option Prices, and Variance Risk Premium"
Creator: Purdue University
Published: 2021-01-01T00:00:00+08:00

Harvard Dataverse2021-04-27 更新2026-04-09 收录

期权定价模型

方差风险溢价

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/A9979J 数据链接链接失效反馈

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资源简介：

These files contain the MATLAB code to replicate the calibration and generate the tables in the paper "Stock Return Extrapolation, Option Prices, and Variance Risk Premium" by Adem Atmaz.

提供机构：

Purdue University

创建时间：

2021-01-01

MATLAB replication files for "Stock Return Extrapolation, Option Prices, and Variance Risk Premium"

资源简介：

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