Non-tradability interval for heterogeneous rational players in the option markets (Q2127366): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10287-021-00413-9 / rank | |||
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| Property / OpenAlex ID: W3189042128 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Dequantization of the Dirac monopole / rank | |||
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| Property / cites work: Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion / rank | |||
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| Property / cites work: Risk, uncertainty, and option exercise / rank | |||
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Latest revision as of 17:55, 28 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-tradability interval for heterogeneous rational players in the option markets |
scientific article |
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Non-tradability interval for heterogeneous rational players in the option markets (English)
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20 April 2022
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option pricing
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non-tradability interval
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heterogeneous players
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Bid-Ask spreads
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