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Diego Amaya
ORCID
Publication Activity (10 Years)
Years Active: 2020-2022
Publications (10 Years): 2
Top Topics
Subband Decomposition
Top Venues
Manag. Sci.
SIAM J. Financial Math.
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Publications
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Diego Amaya
,
Jean-François Bégin
,
Geneviève Gauthier
The Informational Content of High-Frequency Option Prices.
Manag. Sci.
68 (3) (2022)
Jean-François Bégin
,
Diego Amaya
,
Geneviève Gauthier
,
Marie-Ève Malette
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.
SIAM J. Financial Math.
11 (4) (2020)