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

Conference paper

V Haller, JME Pennings and AAT Barrera

XVII EAAE Congress (Rennes, France, 08/29/2023)

01/01/2023

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Title: The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities
Creators: V Haller
JME Pennings
AAT Barrera
Conference: XVII EAAE Congress (Rennes, France, 08/29/2023)
Identifiers: 997012972601851
Academic Unit: Agricultural Economics and Rural Sociology
Language: English
Resource Type: Conference paper