EURO STOXX 50 options

The dataset is used to test the calibration of the ATS with constant ηt on the S&P 500 and EURO STOXX 50 options.

Data and Resources

Cite this as

Michele Azzone, Roberto Baviera (2024). Dataset: EURO STOXX 50 options. https://doi.org/10.57702/16tektsg

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2307.08628
Author Michele Azzone
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Roberto Baviera
Homepage https://example.com/dataset