Market impact: a systematic study of the high frequency options market (Q5014173): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:17, 8 February 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
