Real‐time waiting‐price trading interval in a heterogeneous options market: a Bernoulli distribution
From MaRDI portal
Publication:6090499
DOI10.1111/ITOR.12778OpenAlexW3004209205MaRDI QIDQ6090499
Publication date: 17 November 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.12778
Cites Work
- The Pricing of Options and Corporate Liabilities
- A tale of two option markets: pricing kernels and volatility risk
- Generalized Cox-Ross-Rubinstein Binomial Models
- A General Equilibrium Analysis of Option and Stock Market Interactions
- Binomial models for option valuation - examining and improving convergence
- The role of put option contracts in supply chain management under inflation
- Option contract strategies with risk‐aversion and emergency purchase
This page was built for publication: Real‐time waiting‐price trading interval in a heterogeneous options market: a Bernoulli distribution