Replication package for "Systematic Index Option-Writing Strategies with Black-Scholes-Merton and Variance-Gamma Models"
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https://data.mendeley.com/datasets/nshpmx7jmn/1
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资源简介：
This package contains the data and code necessary to replicate the results from the paper "Systematic Index Option-Writing Strategies with Black-Scholes-Merton and Variance-Gamma Models" by Maciej Wysocki and Robert Ślepaczuk, PhD.
提供机构：
Uniwersytet Warszawski
