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Information-efficient option trading: a density forecasting approach

Information-efficient option trading: a density forecasting approach
Information-efficient option trading: a density forecasting approach
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Edelman, David
37803c32-5b39-48c6-a15f-3232b3dd15b4
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Edelman, David
37803c32-5b39-48c6-a15f-3232b3dd15b4

Mcgee, Richard and Edelman, David (2013) Information-efficient option trading: a density forecasting approach. 20th International Conference on Forecasting Financial Markets, , Hannover, Germany. 29 - 31 May 2013.

Record type: Conference or Workshop Item (Paper)

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Published date: 29 May 2013
Venue - Dates: 20th International Conference on Forecasting Financial Markets, , Hannover, Germany, 2013-05-29 - 2013-05-31

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Local EPrints ID: 416448
URI: http://eprints.soton.ac.uk/id/eprint/416448
PURE UUID: b79e69e7-7f7d-4475-80ad-c83f097ea149

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Date deposited: 18 Dec 2017 17:30
Last modified: 19 Feb 2024 18:32

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Contributors

Author: Richard Mcgee
Author: David Edelman

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