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Fast Filtering with Large Option Panels: Implications for Asset Pricing

Authors :
Arnaud Dufays
Kris Jacobs
Yuguo Liu
Jeroen Rombouts
Source :
SSRN Electronic Journal.
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Details

ISSN :
15565068
Database :
OpenAIRE
Journal :
SSRN Electronic Journal
Accession number :
edsair.doi...........d8c2f758922fca010fef92f07fd097dd
Full Text :
https://doi.org/10.2139/ssrn.4066005