Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution

Yossi Shvimer, Avi Herbon. Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution. ITOR, 27(6):2817-2840, 2020. [doi]

Authors

Yossi Shvimer

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Avi Herbon

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