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

Research output: Contribution to conference › Presentation

Abstract

Presentation given at the Eastern Economic Association Annual Conference.

Original language	American English
State	Published - Feb 1 2021
Event	Eastern Economic Association Annual Conference - Duration: Feb 1 2021 → …

Conference	Eastern Economic Association Annual Conference
Period	02/1/21 → …

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

abstract = " Presentation given at the Eastern Economic Association Annual Conference.",

author = "Omid Ardakani",

year = "2021",

month = feb,

day = "1",

language = "American English",

note = "Eastern Economic Association Annual Conference ; Conference date: 01-02-2021",

}

TY - CONF

T1 - The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data

AU - Ardakani, Omid

PY - 2021/2/1

Y1 - 2021/2/1

N2 - Presentation given at the Eastern Economic Association Annual Conference.

AB - Presentation given at the Eastern Economic Association Annual Conference.

UR - https://digitalcommons.georgiasouthern.edu/economics-facpres/88

M3 - Presentation

T2 - Eastern Economic Association Annual Conference

Y2 - 1 February 2021

ER -