Firm Characteristics and Equity Options
A research found that firm characteristics greatly affect equity option prices, and machine learning can enhance option pricing by pooling similar stock information.
Featured in No. 41 on 20 Mar 2024 ·
- Released
- 31 Jan 2023
- First featured
- No. 41 · 20 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4760874
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