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 conferenceAbstractAcademic

Original languageEnglish
Publication statusPublished - 2023
EventXVII EAAE Congress: Agri-food systems in a changing world: Connecting science and society - Rennes, France
Duration: 29 Aug 20231 Sept 2023
https://eaae2023.colloque.inrae.fr/

Conference

ConferenceXVII EAAE Congress
Country/TerritoryFrance
CityRennes
Period29/08/231/09/23
Internet address

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