Replication package for "Systematic Index Option-Writing Strategies with Black-Scholes-Merton and Variance-Gamma Models"

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.本数据包包含复现马切伊·维索斯基与罗伯特·斯莱帕丘克博士合著论文《基于布莱克-斯科尔斯-默顿（Black-Scholes-Merton）与方差伽马（Variance-Gamma）模型的系统性股指期权卖出策略》研究结果所需的全部数据与代码。