Diego Amaya

Orcid: 0000-0001-8320-4807

According to our database1, Diego Amaya authored at least 2 papers between 2020 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
The Informational Content of High-Frequency Option Prices.
Manag. Sci., 2022

2020
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.
SIAM J. Financial Math., 2020


  Loading...