Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Market Impact: A Systematic Study of the High Frequency Options Market.
Automated Trading, Fair Pricing, High Frequency, Implied Volatility, Limit Orders, Market Impact, Market Microstructure, Options Market, Statistical Finance
Market impact: a systematic study of the high frequency options market.
Automated Trading, Fair Pricing, High Frequency, Implied Volatility, Limit Orders, Market Impact, Market Microstructure, Options Market, Statistical Finance
Market Impact: A Systematic Study of the High Frequency Options Market.
Automated Trading, Fair Pricing, High Frequency, Implied Volatility, Limit Orders, Market Impact, Market Microstructure, Options Market, Statistical Finance