Informative option portfolios in filter design for option pricing models
Published in Quantitative Finance, 2021 | journal link | ssrn link
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Published in Quantitative Finance, 2021 | journal link | ssrn link
With Paul Schneider and Fabio Trojani. Accepted for publication in Management Science | ssrn link
With Patrick Augustin, Menachem Brenner, Gunnar Grass, and Marti G. Subrahmanyam. Accepted for publication in Journal of Financial Markets | ssrn link
Published:
Published:
Published:
Undergraduate course, University 1, Department, 2014
Workshop, University 1, Department, 2015
Last updated on 2019-04-11 | ssrn link
Last updated on 2021-11-05 | ssrn link
Last updated on 2022-01-24 | ssrn link
Last updated on 2022-05-12 | ssrn link
Last updated on 2022-05-24 | ssrn link
Last updated on 2022-05-24 | ssrn link