Treasury Option Returns and Models with Unspanned Risks
收藏Mendeley Data2024-01-31 更新2024-06-26 收录
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资源简介:
This data depository contains all code/data necessary to replicate "Treasury Option Returns and Models with Unspanned Risks", authored by G. Bakshi, J. Crosby, X. Gao, and J. W. Hansen, forthcoming in the Journal of Financial Economics. Please see the README file for details on files and code provided.
创建时间:
2024-01-31



