The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data

Omid Ardakani

The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data

Omid Ardakani

Economics

Research output: Contribution to conference › Presentation

Abstract

<p> Presented at Southern Economic Association</p><p> <a href="https://www.southerneconomic.org/session-details/?conferenceId=6&participantId=7389" target="_blank"> Program </a></p>

Original language	American English
State	Published - Jan 1 2020
Event	Southern Economic Association - Duration: Jan 1 2020 → …

Conference

Conference	Southern Economic Association
Period	01/1/20 → …

Disciplines

Business
Economics

Cite this

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title = "The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data",

abstract = " Presented at Southern Economic Association Program ",

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year = "2020",

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note = "Southern Economic Association ; Conference date: 01-01-2020",

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T1 - The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data

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PY - 2020/1/1

Y1 - 2020/1/1

N2 - Presented at Southern Economic Association Program

AB - Presented at Southern Economic Association Program

UR - https://digitalcommons.georgiasouthern.edu/economics-facpres/71

M3 - Presentation

T2 - Southern Economic Association

Y2 - 1 January 2020

ER -

The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data

Abstract

Conference

Disciplines

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