Abstract This paper provides a guide to high-frequency option trade and quote data disseminated by the Options Price Reporting Authority (OPRA). We present comprehensive overview of U.S. market, including details on market regulation trading processes for all 16 constituent exchanges. review existing literature that utilizes options data, summarizes general structure OPRA dataset, presents thor...

seismic inversion is a method that extracts acoustic impedance data from the seismic traces. sourcewavelets are band-limited, and thus seismic traces do not contain low and high frequency information.therefore, there is a serious problem when the deterministic seismic inversion is applied to real dataand the result of deterministic inversion is smooth. low frequency component is obtained from w...