RData.tar.xz

NIAID Data Ecosystem2026-03-11 收录

美式期权定价

股票钉住效应

数据链接：

https://figshare.com/articles/dataset/RData_tar_xz/9492215 数据链接链接失效反馈

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资源简介：

Required Data for reproducing the paper entitled "Optimal exercise of American options under stock pinning"

创建时间：

2019-08-11

dataAmericanOption.csv

美式期权定价

衍生品市场

For a time-series of two days, February, 2nd and February, 5th, 2018, the data set contains end-of-day bid and ask prices of 80 plain vanilla, at-the-money American put and call options on the S&P500,

NIAID Data Ecosystem70

Estimating State Price Densities Implied by American Options

美式期权定价

收益率预测

We propose a new method to estimate state price densities implicit in American-style options. The method involves estimating the parameters of a Gauss-Hermite series expansion and solving a sequence o

Figshare2025-05-20 更新30

American option-pricing by a method of error correction

美式期权定价

误差校正方法

The real-options approach often assumes that investment projects last indefinitely, which is an unrealistic assumption. When projects live finitely, valuation techniques from American option pricing a

Taylor & Francis Group2016-01-20 更新10

Dataset S1 - A Model of the Effect of Uncertainty on the C elegans L2/L2d Decision

美式期权定价

数值计算建模

Calculations. Calculations were done in Wolfram Mathematica. This dataset contains Mathematica notebooks that carry out the calculations and explain them in detail. There are two principle notebooks,

Figshare2015-12-02 更新30

American option pricing by a method of error correction

美式期权定价

金融工程模型

The real options approach often assumes that investment projects last indefinitely, which is an unrealistic assumption. When projects live finitely, valuation techniques from American option pricing a

Figshare2016-01-20 更新10

RData.tar.xz

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