Entropic Option Valuation in a High-Frequency World

Presenters/Authors

Omid Ardakani, Georgia Southern UniversityFollow

Document Type

Presentation

Presentation Date

6-29-2020

Abstract or Description

Presented at Western Economic Association International

Program

Sponsorship/Conference/Institution

Western Economic Association International

Location

Virtual

Recommended Citation

Ardakani, Omid. 2020. "Entropic Option Valuation in a High-Frequency World." Department of Economics Faculty Presentations. Presentation 73.
https://digitalcommons.georgiasouthern.edu/economics-facpres/73