Working Papers (* by co-author)

  • The Demand for Commodity Options, with Semyon Malamud and Michael C. Tseng
    • 2017*, JPMCC International Commodities Symposium
  • Electronic Trading in OTC Markets vs. Centralized Exchange, with Ying Liu and Sebastian Vogel
    • 2018*, Paris December Meeting; 2018*, NFA; 2018, EEA-ESEM Koln; 2018*, EFA Warsaw; 2018*, CICF Tianjin; 2018, FMA European Meeting Kristiansand; 2018*, SGF Conference; 2017*, UNIL Internal Brownbag
  • Imbalance-Based Option Pricing
    • 2018, EEA-ESEM Koln; 2018, CICF Tianjin; 2018, Econometric Society NASM Davis; 2016, MIT Sloan Finance Student Lunch Seminar; 2014, SFI Research Days Gerzensee

Working in Progress

  • Intermediary Markups, Central Bank Put, and Risk Premia, with Semyon Malamud and Andreas Schrimpf
    • 2018, SUFE Macro Reading Group
  • Price Discovery for Options, with Semyon Malamud and Michael C. Tseng