The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data
Document Type
Presentation
Presentation Date
2-2021
Abstract or Description
Presentation given at the Eastern Economic Association Annual Conference.
Sponsorship/Conference/Institution
Eastern Economic Association Annual Conference
Location
Virtual
Source
https://www.ramapo.edu/eea/47th-annual-conference/
Recommended Citation
Ardakani, Omid.
2021.
"The Entropic Valuation of Options: Accounting for Higher Order Moments in High-frequency Data."
Department of Economics Faculty Presentations.
Presentation 88.
source: https://www.ramapo.edu/eea/47th-annual-conference/
https://digitalcommons.georgiasouthern.edu/economics-facpres/88
COinS
