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Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi; Herbon, Avi - In: Computational management science 19 (2022) 1, pp. 133-157
Persistent link: https://www.econbiz.de/10012817300
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Comparative empirical study of binomial call-option pricing methods using S&P 500 index data
Shvimer, Yossi; Herbon, Avi - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659592
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Tradability, closeness to market prices, and expected profit : their measurement for a binomial model of options pricing in a heterogeneous market
Shvimer, Yossi; Herbon, Avi - In: Journal of economic interaction and coordination 15 (2020) 3, pp. 737-762
Persistent link: https://www.econbiz.de/10012296977