The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data

Research output: Contribution to conferencePresentation

Abstract

Presentation given at the Eastern Economic Association Annual Conference.

Original languageAmerican English
StatePublished - Feb 1 2021
EventEastern Economic Association Annual Conference -
Duration: Feb 1 2021 → …

Conference

ConferenceEastern Economic Association Annual Conference
Period02/1/21 → …

Disciplines

  • Business

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