High frequency trading and standard asset pricing models
Year of publication: |
2022
|
---|---|
Authors: | Jarrow, Robert A. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-6
|
Subject: | Asset pricing models | Derivative pricing models | Equilibrium | High frequency traders | No-arbitrage | CAPM | Derivat | Derivative | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Arbitrage |
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