Non-tradability interval for heterogeneous rational players in the option markets
Year of publication: |
2022
|
---|---|
Authors: | Shvimer, Yossi ; Herbon, Avi |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 19.2022, 1, p. 133-157
|
Subject: | Option pricing | Non-tradability interval | Heterogeneous players | Bid-Ask spreads | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | Derivat | Derivative | Nicht-handelbare Güter | Non-tradables |
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