Price dispersion and vanilla options in a financial market game
Year of publication: |
2022
|
---|---|
Authors: | Toraubally, Waseem A. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-7
|
Subject: | Binomial option pricing | Law of one price | Oligopoly | Shapley-Shubik market games | Short sales | Vanilla options | Optionspreistheorie | Option pricing theory | Oligopol | Spieltheorie | Game theory | Optionsgeschäft | Option trading | Preiskonvergenz | Price convergence | Preismanagement | Pricing strategy |
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