0DTE option pricing
Roberto Renò (University of Verona, Italy)
- Erasmus Econometric Institute Series
Roberto Renò (University of Verona, Italy)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Christian Hafner (UCL Louvain-la-Neuve, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Mikkel Solvsten (Aarhus University, Denmark)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Christian Francq (CREST-ENSAE & University of Lille, France) Andrew Harvey (University of Cambridge, United Kingdom), Alessandra Luati (University of Bologna, Italy and Imperial College London, United Kingdom) and Peter Boswijk (University of Amsterdam)
Daniel Lewis (University College London, United Kingdom)
Joris Pinkse (Pennsylvania State University, United States)
Yannick Hoga (University of Duisburg-Essen, Germany)
Faculty: Andrei Levchenko (University of Michigan, United States) and Michael D. König (Vrije Universiteit Amstserdam)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Denni Tommasi (University of Bologna, Italy)