LIBROS DEL AUTOR: christian madtzog fagerlid

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  • The Rise and Impacts of Zero Days-to-Expiration Options
    Christian Madtzog Fagerlid
    The trading volume of zero days-to-expiration (0DTE) options has seen a significant increase in recent years. However, these financial derivatives are underexplored. This paper aims to fill the gap by investigating the relationship between 0DTE options and the S&P 500. In doing so, we use a combination of theory and historical data. Our Python code to process and analyze data i...
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