A few exotic options on the SPX

Published: 22 January 2025| Version 1 | DOI: 10.17632/8g3p7mj544.1
Contributor:
Radu Briciu

Description

The works of my business research proposal to approximate pricing functionals with multilayer perception models.

Files

Steps to reproduce

Steps are documented in the reference article with SSRN abstract 5104328

Institutions

  • CBOE Holdings Inc
    IL, Chicago
  • CBOE Futures Exchange
    IL, Chicago
  • City University of London Business Library
    Greater London, London

Categories

Financial Economics, Financial Market, Financial Mathematics, Disequilibrium in Incomplete Market

Related Links

Software
https://github.com/radusbriciu/OptionGenerator
compiles this dataset
Article
https://ssrn.com/abstract=5104328
is derived from this dataset
Software
https://github.com/radusbriciu/convsklearn
is related to this dataset

Licence