Fast filtering with large option panels : implications for asset pricing
Arnaud Dufays, Kris Jacobs, Yuguo Liu, Jeroen Rombouts
| Year of publication: |
2024
|
|---|---|
| Authors: | Dufays, Arnaud ; Jacobs, Kris ; Liu, Yuguo ; Rombouts, Jeroen V. K. |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM | Panel | Panel study | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109023000753 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156723