Option pricing with maximum entropy densities: The inclusion of higher-order moments
Omid Ardakani
Part of the Business Commons
Works by Omid Ardakani in Business
2022
2021
An Alternative Approach to Estimating the Effects of Oil Price Fluctuations on the Macroeconomy
Omid Ardakani
The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data
Omid Ardakani
An Alternative Approach to Estimating the Effects of Oil Price Fluctuations on the Macroeconomy
Department of Economics Faculty Presentations
The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data
Department of Economics Faculty Presentations
2020
Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics
Omid Ardakani
Presentation at National Institute for Public Finance and Policy and the Department of Economic Affairs Conference
Omid Ardakani
Presentation at International Conference on Advances in Information Mining and Management (Athens, Greece)
Omid Ardakani
The Entropic Valuation of Options: Accounting for Uncertainty in High-Frequency Data
Department of Economics Faculty Presentations
Presentation given at Georgia Southern University, Parker College of Business
Department of Economics Faculty Presentations
2019
Presentation at The SDSS Symposium on Data Science & Statistics
Department of Economics Faculty Presentations
2018
A Data Mining Approach to Extract the Top Constituents of the S&P 500 Index
Department of Economics Faculty Presentations
Presentation at International Conference on Advances in Information Mining and Management (Athens, Greece)
Department of Economics Faculty Presentations
2017
Extraction of the Essential Constituents of the S&P 500 Index
Department of Computer Science Faculty Presentations
The Essential Constituents of the S&P 500 Index and Their Predictability Power
Department of Economics Faculty Presentations
2016
Presentation at Academy of Economics and Finance, 53rd annual meeting
Department of Economics Faculty Presentations
Presentation at Eastern Economic Association, 43rd annual meeting
Department of Economics Faculty Presentations
Presentation at International Symposium on Business and Industrial Statistics
Department of Economics Faculty Presentations
2015
Presentation at National Institute for Public Finance and Policy and the Department of Economic Affairs Conference
Department of Economics Faculty Presentations
Presentation at Seminar on Reliability Theory and Its Applications
Department of Economics Faculty Presentations