We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result — confirmed by the author

dev.to· rss · 0 points · Aug 26, 2026

We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result — confirmed by the author

This is the short version of the full write-up, which carries every table: Replicating Vilkov (2026)...

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