Entropic Option Valuation in a High-Frequency World

Research output: Contribution to conference › Presentation

Abstract

<p> Presented at Western Economic Association International</p><p> <a href="https://weai.org/assets/990.pdf" target="_self"> Program </a></p>

Original language	American English
State	Published - Jun 29 2020
Event	Western Economic Association International - Duration: Jun 29 2020 → …

Conference	Western Economic Association International
Period	06/29/20 → …

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title = "Entropic Option Valuation in a High-Frequency World",

abstract = " Presented at Western Economic Association International Program ",

author = "Omid Ardakani",

year = "2020",

month = jun,

day = "29",

language = "American English",

note = "Western Economic Association International ; Conference date: 29-06-2020",

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TY - CONF

T1 - Entropic Option Valuation in a High-Frequency World

AU - Ardakani, Omid

PY - 2020/6/29

Y1 - 2020/6/29

N2 - Presented at Western Economic Association International Program

AB - Presented at Western Economic Association International Program

UR - https://digitalcommons.georgiasouthern.edu/economics-facpres/73

M3 - Presentation

T2 - Western Economic Association International

Y2 - 29 June 2020

ER -