The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities

Vincent Haller^*, Andres Trujillo-Barrera, Joost Pennings

^*Corresponding author for this work

Research output: Contribution to conference › Abstract › Academic

Original language	English
Publication status	Published - 2023
Event	XVII EAAE Congress: Agri-food systems in a changing world: Connecting science and society - Rennes, France Duration: 29 Aug 2023 → 1 Sept 2023 https://eaae2023.colloque.inrae.fr/

Cite this

@conference{cbb4a537c73e4ad2a76b738d0434f631,

title = "The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities",

author = "Vincent Haller and Andres Trujillo-Barrera and Joost Pennings",

year = "2023",

language = "English",

note = "XVII EAAE Congress : Agri-food systems in a changing world: Connecting science and society ; Conference date: 29-08-2023 Through 01-09-2023",

url = "https://eaae2023.colloque.inrae.fr/",

}