Empirical Models of the Time Evolution of SPX Option Prices
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Brini, A; Hsieh, DA; Kuiper, P; Moushegian, S; Ye, D
June 20, 2025
Duke Scholars
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Publication Date
June 20, 2025
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Brini, A., Hsieh, D. A., Kuiper, P., Moushegian, S., & Ye, D. (2025). Empirical Models of the Time Evolution of SPX Option Prices.
Brini, Alessio, David A. Hsieh, Patrick Kuiper, Sean Moushegian, and David Ye. “Empirical Models of the Time Evolution of SPX Option Prices,” June 20, 2025.
Brini A, Hsieh DA, Kuiper P, Moushegian S, Ye D. Empirical Models of the Time Evolution of SPX Option Prices. 2025.
Brini, Alessio, et al. Empirical Models of the Time Evolution of SPX Option Prices. 20 June 2025.
Brini A, Hsieh DA, Kuiper P, Moushegian S, Ye D. Empirical Models of the Time Evolution of SPX Option Prices. 2025.
Publication Date
June 20, 2025