Diego Amaya

Orcid: 0000-0001-8320-4807

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

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2022

The Informational Content of High-Frequency Option Prices.

[DOI]

Manag. Sci., 2022

2020

On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.

[DOI]

SIAM J. Financial Math., 2020