Market impact: a systematic study of the high frequency options market (Q5014173): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Hedging of Covered Options with Linear Market Impact and Gamma Constraint / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: How efficiency shapes market impact / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing with linear market impact and nonlinear Black-Scholes equations / rank | |||
Normal rank | |||
Revision as of 08:40, 27 July 2024
scientific article; zbMATH DE number 7436777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market impact: a systematic study of the high frequency options market |
scientific article; zbMATH DE number 7436777 |
Statements
Market impact: a systematic study of the high frequency options market (English)
0 references
1 December 2021
0 references
market microstructure
0 references
market impact
0 references
statistical finance
0 references
fair pricing
0 references
automated trading
0 references
limit orders
0 references
options market
0 references
implied volatility
0 references
high frequency
0 references
0 references
