Market impact: a systematic study of the high frequency options market (Q5014173)
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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 |
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Market impact: a systematic study of the high frequency options market (English)
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1 December 2021
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market microstructure
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market impact
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statistical finance
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fair pricing
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automated trading
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limit orders
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options market
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implied volatility
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high frequency
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