Frontiers of Option Pricing

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Caio Almeida Amit Goyal Thomas Gruenthaler Paul Schneider Contributed Sessions 27/08 16:00 CEST
90
mins
Gustavo Freire
Zaal Auckland (M3-04)
Add to Calendar 2024-08-27 16:00:00 2024-11-21 13:28:51 EEA-ESEM 2024: Frontiers of Option Pricing. Room: Zaal Auckland (M3-04) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Caio Almeida Amit Goyal Thomas Gruenthaler Paul Schneider
TypeContributed Sessions
Date 27/08
Time16:00 CEST
Length
90
mins
Chair
Gustavo Freire
Room Number
Zaal Auckland (M3-04)
Add to calendar
Add to Calendar 2024-08-27 16:00:00 2024-11-21 13:28:51 EEA-ESEM 2024: Frontiers of Option Pricing. Room: Zaal Auckland (M3-04) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

0DTE Asset Pricing

Read paper

Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes

Read paper

Risk Premia and Option Intermediation

Read paper

What can you really tell from option prices?

Presentations

0DTE Asset Pricing

Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes

View

Risk Premia and Option Intermediation

What can you really tell from option prices?