LOB Information and the prediction of Option- implied RNDs

V. Haller; J.M.E. Pennings; Andres Trujillo Barrera

LOB Information and the prediction of Option- implied RNDs

V. Haller, J.M.E. Pennings, Andres Trujillo Barrera

Research output: Contribution to conference › Conference paper › Academic

Original language	English
Publication status	Published - 26 Apr 2022
Event	NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A. - Saint-Louis, United States Duration: 25 Apr 2022 → 26 Apr 2022

Conference

Conference	NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A.
Country/Territory	United States
City	Saint-Louis
Period	25/04/22 → 26/04/22

Cite this

@conference{acb48dca03d040a5bb503fa08ee2b6b8,

title = "LOB Information and the prediction of Option- implied RNDs",

author = "V. Haller and J.M.E. Pennings and {Trujillo Barrera}, Andres",

year = "2022",

month = apr,

day = "26",

language = "English",

note = "NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A. ; Conference date: 25-04-2022 Through 26-04-2022",

}

LOB Information and the prediction of Option- implied RNDs. / Haller, V.; Pennings, J.M.E.; Trujillo Barrera, Andres.
2022. Paper presented at NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A., Saint-Louis, Missouri, United States.

Research output: Contribution to conference › Conference paper › Academic

TY - CONF

T1 - LOB Information and the prediction of Option- implied RNDs

AU - Haller, V.

AU - Pennings, J.M.E.

AU - Trujillo Barrera, Andres

PY - 2022/4/26

Y1 - 2022/4/26

M3 - Conference paper

T2 - NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A.

Y2 - 25 April 2022 through 26 April 2022

ER -