Workshop on Numerical Methods For Finance and Insurance (NMFIW)


Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
Session 5
Speaker
Emanuele Guidotti
Event
Workshop on Numerical Methods For Finance and Insurance
Date
Feb 27, 2025 — Feb 28, 2025
Location
Milano, Italy
finance
Emanuele Guidotti
Emanuele Guidotti
SNSF Ambizione Fellow