LOB Information and the Prediction of Option-implied RNDs

Conference proceeding

LOB Information and the Prediction of Option-implied RNDs

V. P. Haller, Joost Pennings and Andres Trujillo-Barrera

01/01/2022

Abstract

commodities

finance

q14 - Agricultural Finance

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Title: LOB Information and the Prediction of Option-implied RNDs
Creators: V. P. Haller
Joost Pennings
Andres Trujillo-Barrera
Identifiers: 996651997801851
Academic Unit: Agricultural Economics and Rural Sociology
Language: English
Resource Type: Conference proceeding