---
title: Price Discovery in Derivatives
url: https://www.ml-quant.com/papers/ssrn/4547578/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4547578
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4547578
featured: 2023-08-24
citations: unknown
topic: Derivatives & Volatility
---


# Price Discovery in Derivatives

The study proposes a theory of price discovery across derivative markets, detailing informed demand, price impact, and information efficiency of prices, and suggesting strategies for trading at any given time.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4547578
- Identifier: SSRN 4547578
- Released: 2021-06-13
- First featured: Quant Letter No. 13 (2023-08-24): https://www.ml-quant.com/issues/2023-08-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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